+423.6%
SN vs TECK
+76.5%
+347.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.2% |
| 7D | -9.3% | -0.3% | -9.0% | -9.2% |
| 30D | -4.8% | +4.6% | -9.4% | -6.6% |
| 3M | +40.4% | +2.8% | +37.6% | +37.7% |
| 6M | +50.9% | +24.9% | +26.1% | +34.9% |
| YTD | +54.9% | +44.7% | +10.2% | +28.8% |
| 1Y | +43.0% | +112.0% | -69.0% | -1.4% |
| All | +423.6% | +76.5% | +347.1% | +274.9% |
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