+207.9%
TECK vs SAN
+384.1%
-176.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.6% |
| 7D | +4.9% | -0.5% | +5.4% | +5.2% |
| 30D | +5.2% | -0.1% | +5.3% | +5.2% |
| 3M | +13.8% | +19.6% | -5.9% | +3.2% |
| 6M | +38.5% | +32.7% | +5.8% | +19.2% |
| YTD | +47.3% | +26.7% | +20.6% | +28.3% |
| 1Y | +81.0% | +51.6% | +29.3% | +43.4% |
| 3Y | +79.9% | +348.7% | -268.9% | -19.1% |
| 5Y | +207.9% | +378.7% | -170.9% | +27.6% |
| All | +207.9% | +384.1% | -176.2% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling