+99.0%
SIMO vs TECK
+38.3%
+60.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.6% | -4.0% | -4.7% |
| 7D | +4.1% | -0.4% | +4.6% | +4.5% |
| 30D | -24.0% | -7.1% | -16.9% | -20.4% |
| 3M | -31.8% | -5.5% | -26.3% | -29.1% |
| 6M | -36.9% | -9.7% | -27.2% | -34.7% |
| YTD | +84.8% | +26.3% | +58.6% | +73.8% |
| 1Y | +99.0% | +44.4% | +54.6% | +73.5% |
| All | +99.0% | +38.3% | +60.7% | +73.5% |
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 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