+50.8%
SWKS vs TECK
+198.5%
-147.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +9.4% | -0.4% | +9.9% | +9.4% |
| 30D | +17.0% | -7.1% | +24.1% | +19.1% |
| 3M | +28.9% | -5.5% | +34.4% | +29.5% |
| 6M | +33.1% | -9.7% | +42.8% | +34.9% |
| YTD | +44.8% | +26.3% | +18.5% | +29.9% |
| 1Y | +36.2% | +44.4% | -8.2% | +16.9% |
| 3Y | +11.5% | +70.1% | -58.6% | -11.4% |
| 5Y | -37.1% | +125.8% | -162.8% | -56.6% |
| All | +50.8% | +198.5% | -147.7% | -20.5% |
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