+214.0%
TECK vs SFM
+48.8%
+165.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -1.9% |
| 7D | -0.4% | +6.0% | -6.5% | -1.5% |
| 30D | -7.1% | -19.5% | +12.3% | -4.2% |
| 3M | -5.5% | -37.0% | +31.6% | +1.9% |
| 6M | -9.7% | -41.0% | +31.3% | -2.0% |
| YTD | +26.3% | -34.6% | +60.9% | +32.9% |
| 1Y | +44.4% | -36.3% | +80.6% | +52.7% |
| 3Y | +70.1% | +24.5% | +45.5% | +50.3% |
| 5Y | +125.8% | +115.9% | +9.9% | +71.1% |
| 10Y | +200.6% | +139.5% | +61.1% | +103.4% |
| All | +214.0% | +48.8% | +165.2% | +136.4% |
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