+162.0%
SO vs TECK
+372.8%
-210.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.6% |
| 7D | 0.0% | +4.9% | -4.8% | -0.2% |
| 30D | -2.5% | +5.2% | -7.7% | -2.7% |
| 3M | -4.2% | +13.8% | -18.0% | -4.8% |
| 6M | -7.7% | +38.5% | -46.1% | -9.3% |
| YTD | +3.8% | +47.3% | -43.5% | +1.5% |
| 1Y | +0.1% | +81.0% | -80.9% | -3.2% |
| 3Y | +44.2% | +79.9% | -35.7% | +38.2% |
| 5Y | +57.9% | +207.9% | -150.0% | +44.8% |
| 10Y | +162.0% | +389.5% | -227.5% | +109.9% |
| All | +162.0% | +372.8% | -210.9% | +109.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling