+171.3%
SAP vs TECK
+373.8%
-202.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -0.5% |
| 7D | -5.1% | -4.2% | -0.9% | -4.5% |
| 30D | -1.8% | -0.4% | -1.4% | -1.8% |
| 3M | +20.9% | +10.1% | +10.8% | +18.3% |
| 6M | +7.0% | +26.0% | -19.0% | +1.7% |
| YTD | -13.7% | +38.0% | -51.8% | -19.9% |
| 1Y | -19.6% | +63.8% | -83.4% | -27.8% |
| 3Y | +52.4% | +68.5% | -16.1% | +33.0% |
| 5Y | +54.4% | +179.2% | -124.8% | +19.3% |
| All | +171.3% | +373.8% | -202.5% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TECK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling