+3,365.1%
SIMO vs TECK
+463.6%
+2,901.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.4% | +8.3% | +8.6% |
| 7D | +4.2% | -0.3% | +4.6% | +4.3% |
| 30D | +4.1% | +4.6% | -0.5% | +2.7% |
| 3M | -12.9% | +2.8% | -15.7% | -13.1% |
| 6M | +110.3% | +24.9% | +85.5% | +98.0% |
| YTD | +178.6% | +44.7% | +133.8% | +151.1% |
| 1Y | +220.0% | +112.0% | +108.0% | +160.2% |
| 3Y | +409.0% | +67.6% | +341.4% | +331.0% |
| 5Y | +277.3% | +200.3% | +77.0% | +157.4% |
| 10Y | +506.6% | +358.2% | +148.4% | +216.9% |
| All | +3,365.1% | +463.6% | +2,901.4% | +919.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling