+455.3%
SN vs TECK
+51.1%
+404.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.0% | -4.0% | +0.2% |
| 7D | +7.6% | +3.1% | +4.6% | +6.2% |
| 30D | +24.1% | -5.0% | +29.0% | +26.2% |
| 3M | +23.7% | -2.6% | +26.3% | +24.0% |
| 6M | +105.5% | 0.0% | +105.6% | +101.8% |
| YTD | +105.1% | +35.6% | +69.5% | +73.8% |
| 1Y | +148.3% | +58.1% | +90.2% | +96.3% |
| 3Y | +438.7% | +93.3% | +345.3% | +265.3% |
| All | +455.3% | +51.1% | +404.2% | +305.6% |
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