+64.8%
SMTC vs COO
-15.8%
+80.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.5% | +10.7% | +8.4% |
| 7D | +12.7% | -2.2% | +15.0% | +11.4% |
| 30D | +22.0% | -7.0% | +29.0% | +17.8% |
| 3M | -12.7% | +12.2% | -24.9% | -13.0% |
| 6M | +64.8% | -15.1% | +79.9% | +121.2% |
| All | +64.8% | -15.8% | +80.5% | +121.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling