+2,171.4%
TECK vs SBAC
+12,425.4%
-10,254.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -0.3% | -0.8% | +0.4% | -0.1% |
| 30D | +4.6% | +6.9% | -2.3% | +2.7% |
| 3M | +2.8% | -8.2% | +11.1% | +4.7% |
| 6M | +24.9% | -1.6% | +26.5% | +23.6% |
| YTD | +44.7% | -0.1% | +44.9% | +42.2% |
| 1Y | +112.0% | -0.5% | +112.4% | +108.2% |
| 3Y | +67.6% | -9.1% | +76.7% | +65.3% |
| 5Y | +200.3% | -43.8% | +244.1% | +232.7% |
| 10Y | +358.2% | +80.5% | +277.7% | +251.3% |
| All | +2,171.4% | +12,425.4% | -10,254.0% | +1,103.5% |
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