+261.4%
STT vs TECK
+405.7%
-144.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.7% |
| 7D | +1.0% | +4.9% | -3.9% | -0.5% |
| 30D | +2.8% | +5.2% | -2.4% | +1.1% |
| 3M | +18.1% | +13.8% | +4.3% | +12.8% |
| 6M | +59.2% | +38.5% | +20.7% | +42.0% |
| YTD | +51.5% | +47.3% | +4.1% | +31.7% |
| 1Y | +75.7% | +81.0% | -5.3% | +42.7% |
| 3Y | +200.8% | +79.9% | +120.9% | +134.3% |
| 5Y | +155.8% | +207.9% | -52.1% | +56.2% |
| All | +261.4% | +405.7% | -144.3% | +66.5% |
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