+104.7%
COST vs SMTC
+112.1%
-7.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.2% |
| 7D | -2.5% | +17.5% | -20.0% | -3.5% |
| 30D | -4.4% | +21.3% | -25.7% | -5.9% |
| 3M | -8.1% | +3.1% | -11.2% | -9.0% |
| 6M | -9.2% | +81.7% | -90.9% | -14.9% |
| YTD | +5.1% | +115.9% | -110.8% | -3.1% |
| 1Y | -5.1% | +157.8% | -162.9% | -14.4% |
| 3Y | +70.4% | +557.3% | -486.9% | +26.5% |
| 5Y | +104.7% | +114.7% | -10.0% | +93.2% |
| All | +104.7% | +112.1% | -7.4% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling