+309.7%
SN vs TECK
+64.1%
+245.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.1% | -2.4% |
| 7D | -3.4% | +4.9% | -8.3% | -5.2% |
| 30D | -9.1% | +5.2% | -14.3% | -11.0% |
| 3M | +31.8% | +13.8% | +18.0% | +24.0% |
| 6M | +52.0% | +38.5% | +13.5% | +30.3% |
| YTD | +51.3% | +47.3% | +4.0% | +24.8% |
| 1Y | +46.9% | +81.0% | -34.1% | +9.6% |
| 3Y | +394.9% | +79.9% | +315.1% | +242.2% |
| All | +309.7% | +64.1% | +245.5% | +191.3% |
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