+100.5%
SIMO vs TECK
+59.3%
+41.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.3% | -13.9% | -11.8% |
| 7D | -16.9% | +2.3% | -19.1% | -18.1% |
| 30D | -35.4% | -5.0% | -30.3% | -33.6% |
| 3M | -31.9% | -0.3% | -31.6% | -31.9% |
| 6M | -19.3% | +13.9% | -33.2% | -21.7% |
| YTD | +98.5% | +35.2% | +63.3% | +75.3% |
| 1Y | +100.5% | +57.5% | +43.0% | +59.4% |
| All | +100.5% | +59.3% | +41.2% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling