-91.0%
SNAP vs TECK
+134.3%
-225.2%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | -7.1% | -0.2% | -6.9% | -6.7% |
| 30D | -14.6% | -7.5% | -7.1% | -12.0% |
| 3M | -5.0% | -8.4% | +3.5% | -2.1% |
| 6M | -18.8% | -2.2% | -16.6% | -19.2% |
| YTD | -38.5% | +26.8% | -65.4% | -45.0% |
| 1Y | -38.1% | +46.5% | -84.6% | -47.5% |
| 3Y | -53.8% | +69.0% | -122.8% | -63.5% |
| All | -91.0% | +134.3% | -225.2% | -93.8% |
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