+375.4%
TECK vs SBAC
+88.4%
+287.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.1% |
| 7D | +4.9% | +0.2% | +4.7% | +4.8% |
| 30D | +5.2% | +3.9% | +1.3% | +4.4% |
| 3M | +13.8% | -8.2% | +22.0% | +15.5% |
| 6M | +38.5% | -2.8% | +41.3% | +38.0% |
| YTD | +47.3% | -1.5% | +48.9% | +46.1% |
| 1Y | +81.0% | 0.0% | +81.0% | +78.6% |
| 3Y | +79.9% | -8.4% | +88.3% | +77.8% |
| 5Y | +207.9% | -43.5% | +251.4% | +240.2% |
| All | +375.4% | +88.4% | +287.0% | +343.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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