+287.9%
SIMO vs TECK
+180.4%
+107.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.3% | +1.8% | -2.7% |
| 7D | +12.5% | -4.2% | +16.8% | +14.0% |
| 30D | +18.4% | -0.4% | +18.8% | +18.4% |
| 3M | +5.6% | +10.1% | -4.5% | +3.1% |
| 6M | +116.9% | +26.0% | +90.9% | +104.6% |
| YTD | +188.4% | +38.0% | +150.4% | +165.0% |
| 1Y | +221.3% | +63.8% | +157.5% | +183.6% |
| 3Y | +438.6% | +68.5% | +370.1% | +366.6% |
| 5Y | +287.9% | +179.2% | +108.7% | +196.4% |
| All | +287.9% | +180.4% | +107.5% | +196.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling