-77.7%
SNAP vs TECK
+273.5%
-351.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | +2.6% | +4.6% | -2.0% | +1.3% |
| 3M | -9.9% | +2.8% | -12.7% | -11.0% |
| 6M | +1.9% | +24.9% | -23.0% | -5.1% |
| YTD | -32.2% | +44.7% | -77.0% | -39.7% |
| 1Y | -22.8% | +112.0% | -134.8% | -38.5% |
| 3Y | -47.6% | +67.6% | -115.2% | -56.1% |
| 5Y | -92.7% | +200.3% | -293.1% | -94.8% |
| All | -77.7% | +273.5% | -351.1% | -87.7% |
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