-14.6%
SNPS vs TECK
+85.2%
-99.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.6% | -1.5% |
| 7D | -5.5% | +7.8% | -13.2% | -7.2% |
| 30D | -5.8% | +8.3% | -14.0% | -7.7% |
| 3M | -17.2% | +16.1% | -33.3% | -20.7% |
| 6M | -10.4% | +42.9% | -53.2% | -19.1% |
| YTD | -16.5% | +50.8% | -67.3% | -26.4% |
| 1Y | -35.6% | +106.1% | -141.7% | -48.6% |
| 3Y | -14.6% | +84.0% | -98.6% | -29.9% |
| All | -14.6% | +85.2% | -99.8% | -29.9% |
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