+201.8%
TECK vs SAN
+267.7%
-65.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -2.2% |
| 7D | +2.1% | +1.0% | +1.1% | +1.5% |
| 30D | -8.9% | -9.4% | +0.5% | -3.4% |
| 3M | -7.1% | -17.1% | +10.0% | +3.8% |
| 6M | -7.0% | +2.2% | -9.2% | -8.7% |
| YTD | +28.3% | +6.0% | +22.4% | +21.9% |
| 1Y | +40.6% | +12.7% | +27.8% | +28.5% |
| 3Y | +78.2% | +242.1% | -164.0% | -19.8% |
| 5Y | +129.5% | +293.6% | -164.1% | -10.0% |
| All | +201.8% | +267.7% | -65.8% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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