+112.0%
TECK vs SGI
-17.2%
+129.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -0.3% | +8.5% | -8.9% | -3.3% |
| 30D | +4.6% | +0.7% | +3.9% | +4.2% |
| 3M | +2.8% | +0.6% | +2.2% | +2.2% |
| 6M | +24.9% | -17.9% | +42.8% | +29.8% |
| YTD | +44.7% | -21.2% | +65.9% | +51.8% |
| 1Y | +112.0% | -18.9% | +130.8% | +118.0% |
| All | +112.0% | -17.2% | +129.1% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling