-16.3%
SOUN vs TECK
+76.5%
-92.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.3% | +3.2% | +0.3% |
| 7D | -6.8% | -4.2% | -2.6% | -4.8% |
| 30D | -15.2% | -0.4% | -14.9% | -15.4% |
| 3M | -7.0% | +10.1% | -17.1% | -12.4% |
| 6M | -20.5% | +26.0% | -46.5% | -31.2% |
| YTD | -37.0% | +38.0% | -75.1% | -48.7% |
| 1Y | -55.3% | +63.8% | -119.1% | -67.1% |
| 3Y | +173.0% | +68.5% | +104.5% | +98.8% |
| All | -16.3% | +76.5% | -92.8% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling