+517.6%
SPMO vs TECK
+377.7%
+139.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.9% | -3.8% | +2.9% | -0.3% |
| 30D | -1.9% | +0.7% | -2.7% | -2.2% |
| 3M | -1.4% | +4.6% | -6.0% | -2.4% |
| 6M | +25.5% | +25.1% | +0.4% | +20.1% |
| YTD | +24.8% | +39.2% | -14.3% | +16.9% |
| 1Y | +24.5% | +60.3% | -35.8% | +13.5% |
| 3Y | +157.1% | +62.9% | +94.2% | +129.0% |
| 5Y | +149.5% | +181.5% | -32.0% | +98.7% |
| All | +517.6% | +377.7% | +139.9% | +327.5% |
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