+72.2%
SMTC vs COO
-7.7%
+79.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +5.9% | -18.8% | -10.7% |
| 7D | -24.5% | +8.4% | -32.9% | -22.0% |
| 30D | -42.5% | +13.5% | -55.9% | -39.4% |
| 3M | -14.1% | -13.8% | -0.3% | -15.1% |
| 6M | +3.6% | +4.7% | -1.1% | +1.5% |
| YTD | +50.6% | -21.4% | +72.0% | +69.2% |
| 1Y | +72.2% | -6.7% | +79.0% | +80.2% |
| All | +72.2% | -7.7% | +79.9% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling