+44.6%
SMCI vs TECK
+65.8%
-21.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +6.7% |
| 7D | +1.3% | -3.8% | +5.1% | +3.9% |
| 30D | +6.6% | +0.7% | +5.9% | +5.7% |
| 3M | +25.4% | +4.6% | +20.8% | +20.5% |
| 6M | +26.1% | +25.1% | +1.0% | +11.1% |
| YTD | +37.0% | +39.2% | -2.2% | +10.3% |
| 1Y | -8.8% | +60.3% | -69.1% | -33.6% |
| 3Y | +44.6% | +62.9% | -18.3% | +4.9% |
| All | +44.6% | +65.8% | -21.2% | +4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling