+562.3%
SE vs TECK
+229.5%
+332.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.3% | +5.4% | +0.9% |
| 7D | -4.8% | -4.2% | -0.5% | -3.6% |
| 30D | -18.1% | -0.4% | -17.7% | -18.1% |
| 3M | +30.6% | +10.1% | +20.5% | +25.7% |
| 6M | +20.8% | +26.0% | -5.2% | +11.2% |
| YTD | -15.6% | +38.0% | -53.6% | -24.9% |
| 1Y | -44.2% | +63.8% | -108.0% | -53.1% |
| 3Y | +181.5% | +68.5% | +113.0% | +127.4% |
| 5Y | -66.9% | +179.2% | -246.1% | -77.2% |
| All | +562.3% | +229.5% | +332.8% | +304.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling