+2,226.3%
SIMO vs TECK
+428.2%
+1,798.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.0% | -1.3% | +3.8% |
| 7D | -8.5% | +3.1% | -11.5% | -9.1% |
| 30D | -34.8% | -5.0% | -29.9% | -33.7% |
| 3M | -32.8% | -2.6% | -30.3% | -32.2% |
| 6M | -32.0% | 0.0% | -32.0% | -31.4% |
| YTD | +87.0% | +35.6% | +51.4% | +72.2% |
| 1Y | +86.1% | +58.1% | +28.0% | +64.5% |
| 3Y | +226.4% | +93.3% | +133.1% | +168.8% |
| 5Y | +172.1% | +153.7% | +18.4% | +96.1% |
| 10Y | +408.0% | +226.7% | +181.3% | +195.1% |
| All | +2,226.3% | +428.2% | +1,798.1% | +598.8% |
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