+581.2%
SMTC vs COPX
+149.6%
+431.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.0% | +4.1% | +2.3% |
| 7D | +17.5% | -2.9% | +20.4% | +20.1% |
| 30D | +21.3% | 0.0% | +21.3% | +21.0% |
| 3M | +3.1% | +14.8% | -11.7% | -6.7% |
| 6M | +81.7% | +7.0% | +74.7% | +72.4% |
| YTD | +115.9% | +23.8% | +92.1% | +79.9% |
| 1Y | +157.8% | +75.7% | +82.1% | +64.5% |
| All | +581.2% | +149.6% | +431.6% | +203.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling