+4,457.4%
SMH vs TECK
+2,265.7%
+2,191.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.2% | -3.0% | +0.3% |
| 7D | +5.2% | +7.8% | -2.5% | +3.5% |
| 30D | -1.5% | +8.3% | -9.8% | -3.3% |
| 3M | -4.1% | +16.1% | -20.2% | -7.2% |
| 6M | +50.8% | +42.9% | +7.9% | +39.7% |
| YTD | +59.3% | +50.8% | +8.6% | +45.5% |
| 1Y | +94.1% | +106.1% | -12.0% | +65.6% |
| 3Y | +286.7% | +84.0% | +202.7% | +234.1% |
| 5Y | +339.4% | +223.5% | +116.0% | +229.5% |
| 10Y | +1,803.3% | +378.1% | +1,425.2% | +1,111.6% |
| All | +4,457.4% | +2,265.7% | +2,191.7% | +2,274.5% |
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