+260.0%
TECK vs SFM
+132.6%
+127.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.1% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | +4.6% | -4.4% | +9.0% | +5.4% |
| 3M | +2.8% | +1.5% | +1.3% | +2.0% |
| 6M | +24.9% | +6.5% | +18.4% | +21.6% |
| YTD | +44.7% | +2.2% | +42.6% | +41.6% |
| 1Y | +112.0% | -41.9% | +153.9% | +131.3% |
| 3Y | +67.6% | +106.8% | -39.2% | +35.7% |
| 5Y | +200.3% | +231.6% | -31.2% | +112.1% |
| 10Y | +358.2% | +258.4% | +99.8% | +189.9% |
| All | +260.0% | +132.6% | +127.4% | +152.1% |
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