+84.0%
TECK vs SBAC
-9.5%
+93.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.2% |
| 7D | +7.8% | -0.1% | +7.8% | +7.8% |
| 30D | +8.3% | +3.2% | +5.0% | +8.0% |
| 3M | +16.1% | -5.1% | +21.1% | +16.6% |
| 6M | +42.9% | -2.1% | +45.0% | +43.3% |
| YTD | +50.8% | -0.5% | +51.3% | +50.6% |
| 1Y | +106.1% | +1.1% | +104.9% | +105.3% |
| 3Y | +84.0% | -7.4% | +91.5% | +93.5% |
| All | +84.0% | -9.5% | +93.6% | +93.5% |
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