+1,624.8%
SAP vs TECK
+1,968.8%
-344.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.1% |
| 7D | +1.5% | +1.7% | -0.2% | +1.1% |
| 30D | +8.8% | -7.6% | +16.5% | +10.0% |
| 3M | +12.1% | -5.9% | +18.0% | +12.7% |
| 6M | +34.6% | -2.8% | +37.4% | +33.6% |
| YTD | -2.1% | +31.8% | -33.9% | -8.7% |
| 1Y | -5.5% | +49.1% | -54.7% | -13.8% |
| 3Y | +67.4% | +83.0% | -15.6% | +44.4% |
| 5Y | +74.6% | +150.6% | -76.0% | +37.9% |
| 10Y | +224.0% | +219.0% | +5.1% | +122.6% |
| All | +1,624.8% | +1,968.8% | -344.0% | +821.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling