+419.3%
SIMO vs TECK
+76.5%
+342.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.4% | +8.3% | +8.5% |
| 7D | +4.2% | -0.3% | +4.6% | +4.4% |
| 30D | +4.1% | +4.6% | -0.5% | +1.9% |
| 3M | -12.9% | +2.8% | -15.7% | -14.1% |
| 6M | +110.3% | +24.9% | +85.5% | +92.4% |
| YTD | +178.6% | +44.7% | +133.8% | +139.3% |
| 1Y | +220.0% | +112.0% | +108.0% | +137.7% |
| All | +419.3% | +76.5% | +342.9% | +312.3% |
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 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