+1,487.3%
SAP vs TECK
+2,171.4%
-684.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | +9.0% | +4.6% | +4.4% | +8.1% |
| 3M | +14.9% | +2.8% | +12.1% | +13.7% |
| 6M | +11.9% | +24.9% | -13.0% | +6.4% |
| YTD | -9.9% | +44.7% | -54.6% | -16.9% |
| 1Y | -19.5% | +112.0% | -131.5% | -30.9% |
| 3Y | +61.8% | +67.6% | -5.8% | +41.8% |
| 5Y | +56.2% | +200.3% | -144.2% | +19.8% |
| 10Y | +180.6% | +358.2% | -177.6% | +81.2% |
| All | +1,487.3% | +2,171.4% | -684.1% | +737.9% |
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