+757.0%
SMTC vs COPX
+200.8%
+556.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | +22.5% | +6.0% | +16.5% | +18.6% |
| 30D | +24.9% | +6.4% | +18.5% | +20.5% |
| 3M | +4.1% | +19.3% | -15.2% | -5.3% |
| 6M | +92.6% | +16.2% | +76.3% | +78.1% |
| YTD | +122.5% | +33.2% | +89.3% | +88.7% |
| 1Y | +166.2% | +90.2% | +76.0% | +85.3% |
| 3Y | +577.2% | +175.7% | +401.5% | +283.1% |
| 5Y | +119.0% | +193.1% | -74.2% | +17.3% |
| 10Y | +527.9% | +619.4% | -91.5% | +107.2% |
| All | +757.0% | +200.8% | +556.2% | +292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling