+2,391.6%
SIMO vs TECK
+420.1%
+1,971.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +8.3% |
| 7D | +0.9% | -1.2% | +2.2% | +1.5% |
| 30D | -25.4% | -5.7% | -19.7% | -23.9% |
| 3M | -17.8% | -3.6% | -14.2% | -16.7% |
| 6M | -29.6% | -2.2% | -27.3% | -28.5% |
| YTD | +100.3% | +33.6% | +66.8% | +85.2% |
| 1Y | +100.4% | +49.0% | +51.4% | +80.0% |
| 3Y | +246.1% | +85.4% | +160.7% | +188.2% |
| 5Y | +189.8% | +138.5% | +51.3% | +112.3% |
| 10Y | +434.6% | +218.0% | +216.6% | +212.9% |
| All | +2,391.6% | +420.1% | +1,971.5% | +651.8% |
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