+1,817.6%
SMH vs TECK
+377.7%
+1,439.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +0.3% | -3.8% | +4.1% | +1.4% |
| 30D | -2.8% | +0.7% | -3.5% | -3.2% |
| 3M | -6.7% | +4.6% | -11.3% | -8.3% |
| 6M | +41.8% | +25.1% | +16.7% | +32.2% |
| YTD | +57.9% | +39.2% | +18.7% | +42.0% |
| 1Y | +87.6% | +60.3% | +27.3% | +61.4% |
| 3Y | +282.9% | +62.9% | +220.0% | +220.5% |
| 5Y | +330.4% | +181.5% | +148.9% | +196.5% |
| All | +1,817.6% | +377.7% | +1,439.9% | +977.2% |
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