+388.8%
SIMO vs TECK
+198.5%
+190.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -5.2% |
| 7D | +4.1% | -0.4% | +4.6% | +4.3% |
| 30D | -24.0% | -7.1% | -16.9% | -22.2% |
| 3M | -31.8% | -5.5% | -26.3% | -30.5% |
| 6M | -36.9% | -9.7% | -27.2% | -34.7% |
| YTD | +84.8% | +26.3% | +58.6% | +74.9% |
| 1Y | +99.0% | +44.4% | +54.6% | +82.2% |
| 3Y | +217.9% | +70.1% | +147.9% | +176.8% |
| 5Y | +171.5% | +125.8% | +45.7% | +110.1% |
| All | +388.8% | +198.5% | +190.3% | +212.5% |
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 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