+1,881.2%
TECK vs SBAC
+12,502.4%
-10,621.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.0% |
| 7D | -0.4% | +0.6% | -1.1% | -0.6% |
| 30D | -7.1% | +5.5% | -12.6% | -8.6% |
| 3M | -5.5% | +3.1% | -8.5% | -6.4% |
| 6M | -9.7% | -7.0% | -2.7% | -8.7% |
| YTD | +26.3% | +0.5% | +25.8% | +23.6% |
| 1Y | +44.4% | +0.2% | +44.1% | +41.4% |
| 3Y | +70.1% | -7.4% | +77.4% | +66.8% |
| 5Y | +125.8% | -39.7% | +165.5% | +145.3% |
| 10Y | +200.6% | +112.5% | +88.1% | +119.8% |
| All | +1,881.2% | +12,502.4% | -10,621.2% | +946.1% |
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