+219.2%
TECK vs SFM
+46.8%
+172.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.6% | -5.5% | -4.2% |
| 7D | +2.1% | -0.4% | +2.6% | +2.2% |
| 30D | -8.9% | -19.2% | +10.3% | -6.2% |
| 3M | -7.1% | -40.3% | +33.2% | +1.2% |
| 6M | -7.0% | -40.9% | +33.9% | +0.8% |
| YTD | +28.3% | -35.5% | +63.9% | +35.4% |
| 1Y | +40.6% | -37.4% | +78.0% | +49.2% |
| 3Y | +78.2% | +25.5% | +52.7% | +57.2% |
| 5Y | +129.5% | +113.0% | +16.5% | +74.4% |
| 10Y | +205.6% | +136.3% | +69.3% | +107.3% |
| All | +219.2% | +46.8% | +172.4% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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