-79.7%
SNAP vs TECK
+227.2%
-307.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.8% |
| 7D | -7.1% | -0.2% | -6.9% | -6.8% |
| 30D | -14.6% | -7.5% | -7.1% | -12.6% |
| 3M | -5.0% | -8.4% | +3.5% | -2.8% |
| 6M | -18.8% | -2.2% | -16.6% | -19.0% |
| YTD | -38.5% | +26.8% | -65.4% | -43.3% |
| 1Y | -38.1% | +46.5% | -84.6% | -45.1% |
| 3Y | -53.8% | +69.0% | -122.8% | -61.0% |
| 5Y | -90.7% | +138.8% | -229.4% | -92.9% |
| All | -79.7% | +227.2% | -307.0% | -88.4% |
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