+3,476.8%
STX vs TECK
+373.8%
+3,103.0%
-57.0%
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 | -2.7% | -6.3% | +3.6% | -0.8% |
| 7D | +8.0% | -4.2% | +12.2% | +9.4% |
| 30D | +5.1% | -0.4% | +5.5% | +5.0% |
| 3M | +5.8% | +10.1% | -4.4% | +3.0% |
| 6M | +124.9% | +26.0% | +99.0% | +110.8% |
| YTD | +213.9% | +38.0% | +175.9% | +188.0% |
| 1Y | +350.4% | +63.8% | +286.6% | +295.4% |
| 3Y | +1,314.2% | +68.5% | +1,245.7% | +1,098.9% |
| 5Y | +1,092.8% | +179.2% | +913.6% | +768.0% |
| All | +3,476.8% | +373.8% | +3,103.0% | +2,086.2% |
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