+933.6%
SO vs TECK
+2,171.4%
-1,237.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | -0.2% | -0.3% | +0.2% | -0.1% |
| 30D | -4.6% | +4.6% | -9.2% | -4.8% |
| 3M | -3.0% | +2.8% | -5.9% | -3.4% |
| 6M | -8.3% | +24.9% | -33.1% | -9.7% |
| YTD | +3.5% | +44.7% | -41.2% | +1.0% |
| 1Y | -0.9% | +112.0% | -112.9% | -5.6% |
| 3Y | +45.4% | +67.6% | -22.2% | +39.0% |
| 5Y | +59.6% | +200.3% | -140.7% | +45.6% |
| 10Y | +156.6% | +358.2% | -201.6% | +118.6% |
| All | +933.6% | +2,171.4% | -1,237.8% | +677.6% |
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