+226.4%
SIMO vs TECK
+91.1%
+135.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.0% | -1.3% | +2.5% |
| 7D | -8.5% | +3.1% | -11.5% | -9.6% |
| 30D | -34.8% | -5.0% | -29.9% | -33.0% |
| 3M | -32.8% | -2.6% | -30.3% | -31.9% |
| 6M | -32.0% | 0.0% | -32.0% | -31.7% |
| YTD | +87.0% | +35.6% | +51.4% | +64.6% |
| 1Y | +86.1% | +58.1% | +28.0% | +53.8% |
| 3Y | +226.4% | +93.3% | +133.1% | +159.9% |
| All | +226.4% | +91.1% | +135.3% | +159.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling