+349.0%
TECK vs SAN
+357.1%
-8.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.4% | -0.6% |
| 7D | -3.8% | +0.2% | -4.1% | -4.0% |
| 30D | +0.7% | +0.9% | -0.2% | +0.1% |
| 3M | +4.6% | +19.1% | -14.5% | -6.1% |
| 6M | +25.1% | +33.2% | -8.1% | +5.3% |
| YTD | +39.2% | +29.1% | +10.1% | +17.9% |
| 1Y | +60.3% | +50.2% | +10.1% | +23.8% |
| 3Y | +62.9% | +351.0% | -288.1% | -36.9% |
| 5Y | +181.5% | +394.7% | -213.2% | -2.6% |
| All | +349.0% | +357.1% | -8.0% | +73.5% |
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