+260.3%
STT vs TECK
+373.8%
-113.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +1.6% |
| 7D | -1.4% | -4.2% | +2.9% | -0.2% |
| 30D | +2.2% | -0.4% | +2.5% | +2.1% |
| 3M | +18.8% | +10.1% | +8.7% | +14.5% |
| 6M | +57.9% | +26.0% | +31.9% | +44.8% |
| YTD | +51.0% | +38.0% | +13.0% | +33.8% |
| 1Y | +77.1% | +63.8% | +13.4% | +48.3% |
| 3Y | +199.8% | +68.5% | +131.3% | +138.0% |
| 5Y | +156.0% | +179.2% | -23.2% | +61.1% |
| All | +260.3% | +373.8% | -113.5% | +69.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling