+120.1%
SMTC vs COPX
+163.4%
-43.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.2% |
| 7D | +13.1% | -2.3% | +15.4% | +15.0% |
| 30D | +19.5% | +0.3% | +19.2% | +19.0% |
| 3M | +2.2% | +6.8% | -4.6% | -2.0% |
| 6M | +94.9% | +7.9% | +86.9% | +85.2% |
| YTD | +127.0% | +23.7% | +103.2% | +93.7% |
| 1Y | +174.6% | +71.5% | +103.0% | +88.1% |
| 3Y | +615.9% | +149.1% | +466.8% | +274.9% |
| All | +120.1% | +163.4% | -43.3% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling