+576.6%
SPMO vs TECK
+981.4%
-404.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.1% |
| 7D | +3.4% | +7.8% | -4.4% | +2.3% |
| 30D | +0.5% | +8.3% | -7.8% | -0.7% |
| 3M | +1.9% | +16.1% | -14.2% | -0.3% |
| 6M | +27.8% | +42.9% | -15.0% | +21.5% |
| YTD | +26.7% | +50.8% | -24.1% | +19.2% |
| 1Y | +28.9% | +106.1% | -77.2% | +16.2% |
| 3Y | +160.7% | +84.0% | +76.6% | +135.3% |
| 5Y | +150.2% | +223.5% | -73.3% | +109.2% |
| 10Y | +517.5% | +378.1% | +139.4% | +372.0% |
| All | +576.6% | +981.4% | -404.8% | +427.9% |
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