+43,936.3%
SMTC vs COO
+5,356.1%
+38,580.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.8% | +14.6% | +12.9% |
| 7D | -19.0% | +4.7% | -23.7% | -19.4% |
| 30D | -46.7% | +13.9% | -60.6% | -47.6% |
| 3M | -23.4% | -14.9% | -8.5% | -22.6% |
| 6M | -13.4% | +2.0% | -15.4% | -14.4% |
| YTD | +40.1% | -23.9% | +64.0% | +42.6% |
| 1Y | +47.7% | -9.6% | +57.3% | +47.7% |
| 3Y | +606.9% | -25.4% | +632.3% | +619.8% |
| 5Y | +14.4% | -41.2% | +55.6% | +18.9% |
| 10Y | +322.5% | +42.1% | +280.4% | +313.5% |
| All | +43,936.3% | +5,356.1% | +38,580.1% | +37,707.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling