+56.8%
SAP vs TECK
+207.5%
-150.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.2% | -5.8% | -2.3% |
| 7D | -0.3% | +7.8% | -8.0% | -1.3% |
| 30D | +2.6% | +8.3% | -5.7% | +1.4% |
| 3M | +16.3% | +16.1% | +0.2% | +13.3% |
| 6M | +6.4% | +42.9% | -36.5% | -0.4% |
| YTD | -11.4% | +50.8% | -62.2% | -18.5% |
| 1Y | -20.4% | +106.1% | -126.5% | -31.2% |
| 3Y | +56.5% | +84.0% | -27.5% | +34.9% |
| 5Y | +56.8% | +223.5% | -166.7% | +23.5% |
| All | +56.8% | +207.5% | -150.7% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling