+74.1%
SAP vs TECK
+150.4%
-76.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.0% | -5.3% | +0.7% |
| 7D | +1.6% | +3.1% | -1.4% | +1.1% |
| 30D | +10.5% | -5.0% | +15.5% | +11.1% |
| 3M | +15.2% | -2.6% | +17.7% | +15.2% |
| 6M | +36.7% | 0.0% | +36.7% | +35.5% |
| YTD | -0.6% | +35.6% | -36.2% | -7.6% |
| 1Y | -4.1% | +58.1% | -62.2% | -13.5% |
| 3Y | +73.2% | +93.3% | -20.1% | +47.0% |
| 5Y | +74.1% | +153.7% | -79.6% | +32.1% |
| All | +74.1% | +150.4% | -76.3% | +32.1% |
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