+236.6%
SAP vs TECK
+198.5%
+38.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | +0.6% | -0.4% | +1.1% | +0.6% |
| 30D | +6.5% | -7.1% | +13.6% | +7.5% |
| 3M | +12.2% | -5.5% | +17.7% | +12.8% |
| 6M | +46.1% | -9.7% | +55.8% | +46.9% |
| YTD | -1.6% | +26.3% | -27.9% | -7.8% |
| 1Y | -5.1% | +44.4% | -49.5% | -13.3% |
| 3Y | +68.4% | +70.1% | -1.7% | +45.9% |
| 5Y | +79.4% | +125.8% | -46.4% | +42.5% |
| All | +236.6% | +198.5% | +38.1% | +125.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling