+14.0%
SMTC vs COO
-41.6%
+55.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.8% | +14.6% | +13.4% |
| 7D | -19.0% | +4.7% | -23.7% | -20.6% |
| 30D | -46.7% | +13.9% | -60.6% | -49.9% |
| 3M | -23.4% | -14.9% | -8.5% | -19.8% |
| 6M | -13.4% | +2.0% | -15.4% | -19.0% |
| YTD | +40.1% | -23.9% | +64.0% | +53.6% |
| 1Y | +47.7% | -9.6% | +57.3% | +46.8% |
| 3Y | +606.9% | -25.4% | +632.3% | +652.4% |
| All | +14.0% | -41.6% | +55.6% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling