+407.5%
SIMO vs TECK
+211.9%
+195.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.0% |
| 7D | -16.0% | +1.7% | -17.7% | -16.3% |
| 30D | -35.8% | -7.6% | -28.1% | -34.2% |
| 3M | -26.5% | -5.9% | -20.6% | -25.1% |
| 6M | -33.0% | -2.8% | -30.2% | -32.0% |
| YTD | +84.3% | +31.8% | +52.5% | +72.3% |
| 1Y | +82.0% | +49.1% | +32.9% | +65.1% |
| 3Y | +218.5% | +83.0% | +135.5% | +172.2% |
| 5Y | +175.0% | +150.6% | +24.4% | +107.3% |
| 10Y | +407.5% | +219.0% | +188.5% | +220.1% |
| All | +407.5% | +211.9% | +195.6% | +220.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling