+1,537.1%
SOXX vs TECK
+377.7%
+1,159.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.6% |
| 7D | +1.4% | -3.8% | +5.2% | +2.6% |
| 30D | -3.6% | +0.7% | -4.3% | -4.0% |
| 3M | -10.2% | +4.6% | -14.8% | -11.6% |
| 6M | +54.2% | +25.1% | +29.1% | +43.8% |
| YTD | +75.2% | +39.2% | +36.0% | +57.4% |
| 1Y | +107.5% | +60.3% | +47.2% | +78.1% |
| 3Y | +226.8% | +62.9% | +163.9% | +173.1% |
| 5Y | +251.2% | +181.5% | +69.8% | +140.3% |
| All | +1,537.1% | +377.7% | +1,159.4% | +805.8% |
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 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