+579.5%
SIMO vs TECK
+372.8%
+206.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.7% |
| 7D | +14.5% | +4.9% | +9.6% | +13.1% |
| 30D | +20.4% | +5.2% | +15.2% | +18.8% |
| 3M | +7.1% | +13.8% | -6.7% | +4.0% |
| 6M | +129.2% | +38.5% | +90.8% | +111.8% |
| YTD | +201.9% | +47.3% | +154.6% | +173.8% |
| 1Y | +235.5% | +81.0% | +154.5% | +190.0% |
| 3Y | +463.8% | +79.9% | +384.0% | +379.4% |
| 5Y | +306.7% | +207.9% | +98.8% | +191.5% |
| 10Y | +579.5% | +389.5% | +190.0% | +306.3% |
| All | +579.5% | +372.8% | +206.6% | +306.3% |
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