+178.2%
SOUN vs TECK
+65.8%
+112.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.9% |
| 7D | -7.1% | -3.8% | -3.3% | -4.9% |
| 30D | -15.4% | +0.7% | -16.1% | -16.4% |
| 3M | -10.6% | +4.6% | -15.2% | -14.4% |
| 6M | -19.6% | +25.1% | -44.8% | -33.6% |
| YTD | -37.2% | +39.2% | -76.4% | -53.2% |
| 1Y | -57.1% | +60.3% | -117.4% | -71.8% |
| 3Y | +178.2% | +62.9% | +115.3% | +69.8% |
| All | +178.2% | +65.8% | +112.4% | +69.8% |
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