+1,995.8%
TECK vs SBAC
+12,464.4%
-10,468.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -1.2% | -2.8% | +1.6% | -0.4% |
| 30D | -5.7% | +3.1% | -8.9% | -6.6% |
| 3M | -3.6% | +5.1% | -8.8% | -5.1% |
| 6M | -2.2% | -11.4% | +9.2% | +0.2% |
| YTD | +33.6% | +0.2% | +33.4% | +30.9% |
| 1Y | +49.0% | -3.9% | +52.9% | +47.7% |
| 3Y | +85.4% | -7.7% | +93.1% | +82.0% |
| 5Y | +138.5% | -39.7% | +178.2% | +159.1% |
| 10Y | +218.0% | +111.9% | +106.1% | +132.7% |
| All | +1,995.8% | +12,464.4% | -10,468.7% | +1,007.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling