+146.9%
SMTC vs COPX
+84.7%
+62.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.6% | +9.9% | +9.7% |
| 7D | +12.7% | -4.0% | +16.7% | +16.0% |
| 30D | +22.0% | +4.5% | +17.4% | +17.6% |
| 3M | -12.7% | +0.8% | -13.5% | -13.9% |
| 6M | +64.8% | +3.2% | +61.6% | +57.6% |
| YTD | +100.7% | +26.7% | +74.0% | +63.2% |
| 1Y | +146.9% | +85.7% | +61.2% | +85.2% |
| All | +146.9% | +84.7% | +62.2% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling