-34.2%
SIMO vs TECK
-0.4%
-33.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.0% | -1.3% | -0.9% |
| 7D | -8.5% | +3.1% | -11.5% | -11.0% |
| 30D | -34.8% | -5.0% | -29.9% | -31.2% |
| 3M | -32.8% | -2.6% | -30.3% | -31.6% |
| All | -34.2% | -0.4% | -33.8% | -36.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling