+327.2%
SMH vs TECK
+180.1%
+147.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +0.3% | -3.8% | +4.1% | +1.6% |
| 30D | -2.8% | +0.7% | -3.5% | -3.3% |
| 3M | -6.7% | +4.6% | -11.3% | -8.6% |
| 6M | +41.8% | +25.1% | +16.7% | +30.7% |
| YTD | +57.9% | +39.2% | +18.7% | +39.7% |
| 1Y | +87.6% | +60.3% | +27.3% | +57.9% |
| 3Y | +282.9% | +62.9% | +220.0% | +211.8% |
| All | +327.2% | +180.1% | +147.1% | +200.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling