+79.9%
TECK vs SBAC
-6.8%
+86.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -1.2% | -2.8% | +1.6% | -1.0% |
| 30D | -5.7% | +3.1% | -8.9% | -5.9% |
| 3M | -3.6% | +5.1% | -8.8% | -4.0% |
| 6M | -2.2% | -11.4% | +9.2% | -1.5% |
| YTD | +33.6% | +0.2% | +33.4% | +33.4% |
| 1Y | +49.0% | -3.9% | +52.9% | +49.4% |
| All | +79.9% | -6.8% | +86.7% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling