+196.9%
TECK vs SBAC
+114.8%
+82.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | -0.4% | +0.6% | -1.1% | -0.6% |
| 30D | -7.1% | +5.5% | -12.6% | -8.2% |
| 3M | -5.5% | +3.1% | -8.5% | -6.2% |
| 6M | -9.7% | -7.0% | -2.7% | -8.8% |
| YTD | +26.3% | +0.5% | +25.8% | +24.5% |
| 1Y | +44.4% | +0.2% | +44.1% | +42.4% |
| 3Y | +70.1% | -7.4% | +77.4% | +67.7% |
| 5Y | +125.8% | -39.7% | +165.5% | +145.8% |
| All | +196.9% | +114.8% | +82.1% | +164.2% |
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