+49,585.3%
SMTC vs COO
+5,493.5%
+44,091.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.5% | +10.3% | +12.6% |
| 7D | -4.8% | +4.3% | -9.1% | -5.3% |
| 30D | -37.8% | +17.6% | -55.4% | -39.0% |
| 3M | -16.5% | -13.9% | -2.6% | -15.7% |
| 6M | -4.4% | +6.6% | -11.0% | -5.9% |
| YTD | +58.0% | -22.0% | +80.0% | +60.5% |
| 1Y | +62.0% | -8.8% | +70.8% | +61.9% |
| 3Y | +745.7% | -21.5% | +767.2% | +757.0% |
| 5Y | +29.0% | -41.0% | +70.0% | +34.1% |
| 10Y | +351.4% | +40.9% | +310.5% | +341.7% |
| All | +49,585.3% | +5,493.5% | +44,091.8% | +42,465.9% |
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