+359.4%
SMTC vs COO
+40.1%
+319.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.0% |
| 7D | +30.5% | -2.1% | +32.6% | +31.8% |
| 30D | -30.9% | +13.9% | -44.8% | -36.2% |
| 3M | -14.7% | -18.9% | +4.3% | -7.5% |
| 6M | -9.6% | +3.7% | -13.3% | -17.0% |
| YTD | +62.1% | -24.1% | +86.2% | +78.8% |
| 1Y | +66.6% | -14.2% | +80.8% | +70.0% |
| 3Y | +718.1% | -24.5% | +742.5% | +765.0% |
| 5Y | +32.8% | -40.4% | +73.2% | +60.3% |
| All | +359.4% | +40.1% | +319.3% | +293.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling