+54.2%
SO vs TECK
+81.8%
-27.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.1% |
| 7D | -0.1% | +1.7% | -1.8% | -0.1% |
| 30D | +8.7% | -7.6% | +16.3% | +8.6% |
| 3M | +3.4% | -5.9% | +9.3% | +3.4% |
| 6M | +3.7% | -2.8% | +6.6% | +3.8% |
| YTD | +10.0% | +31.8% | -21.8% | +9.9% |
| 1Y | +6.6% | +49.1% | -42.5% | +6.5% |
| All | +54.2% | +81.8% | -27.6% | +50.1% |
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