+417.8%
SIMO vs TECK
+203.4%
+214.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.2% |
| 7D | +14.9% | +2.1% | +12.7% | +14.3% |
| 30D | -27.0% | -8.9% | -18.1% | -24.9% |
| 3M | -25.4% | -7.1% | -18.3% | -23.7% |
| 6M | -30.3% | -7.0% | -23.3% | -28.4% |
| YTD | +95.8% | +28.3% | +67.4% | +84.4% |
| 1Y | +100.0% | +40.6% | +59.5% | +84.3% |
| 3Y | +238.3% | +78.2% | +160.1% | +191.3% |
| 5Y | +187.6% | +129.5% | +58.0% | +121.6% |
| All | +417.8% | +203.4% | +214.3% | +229.5% |
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