+606.1%
COST vs SMTC
+548.2%
+57.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.2% |
| 7D | -1.2% | +13.1% | -14.3% | -2.4% |
| 30D | -4.7% | +19.5% | -24.2% | -6.8% |
| 3M | -7.1% | +2.2% | -9.4% | -8.5% |
| 6M | -8.5% | +94.9% | -103.4% | -17.2% |
| YTD | +5.4% | +127.0% | -121.6% | -6.6% |
| 1Y | -5.6% | +174.6% | -180.2% | -18.9% |
| 3Y | +68.5% | +615.9% | -547.4% | +14.4% |
| 5Y | +105.2% | +125.6% | -20.4% | +66.8% |
| All | +606.1% | +548.2% | +57.8% | +354.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SMTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling