+2,171.4%
TECK vs SAN
+604.5%
+1,566.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.9% |
| 7D | -0.3% | +1.8% | -2.1% | -1.5% |
| 30D | +4.6% | +2.0% | +2.6% | +3.2% |
| 3M | +2.8% | +19.7% | -16.9% | -8.7% |
| 6M | +24.9% | +30.6% | -5.7% | +4.9% |
| YTD | +44.7% | +28.8% | +15.9% | +20.9% |
| 1Y | +112.0% | +57.8% | +54.2% | +54.9% |
| 3Y | +67.6% | +338.1% | -270.5% | -39.7% |
| 5Y | +200.3% | +384.2% | -183.9% | -5.2% |
| 10Y | +358.2% | +353.2% | +5.1% | +39.3% |
| All | +2,171.4% | +604.5% | +1,566.9% | +705.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling