+1,770.3%
SMCI vs TECK
+377.7%
+1,392.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +7.0% |
| 7D | +1.3% | -3.8% | +5.1% | +2.7% |
| 30D | +6.6% | +0.7% | +5.9% | +6.2% |
| 3M | +25.4% | +4.6% | +20.8% | +23.3% |
| 6M | +26.1% | +25.1% | +1.0% | +19.2% |
| YTD | +37.0% | +39.2% | -2.2% | +24.2% |
| 1Y | -8.8% | +60.3% | -69.1% | -21.0% |
| 3Y | +44.6% | +62.9% | -18.3% | +24.6% |
| 5Y | +995.9% | +181.5% | +814.5% | +696.9% |
| All | +1,770.3% | +377.7% | +1,392.6% | +964.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling