+57.5%
TECK vs SGI
-10.7%
+68.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.8% | -2.5% | +1.6% |
| 7D | +2.3% | +12.1% | -9.8% | -2.1% |
| 30D | -5.0% | +12.1% | -17.1% | -9.4% |
| 3M | -0.3% | +0.4% | -0.7% | -0.8% |
| 6M | +13.9% | -4.0% | +17.9% | +14.5% |
| YTD | +35.2% | -21.2% | +56.5% | +43.1% |
| 1Y | +57.5% | -12.1% | +69.6% | +63.2% |
| All | +57.5% | -10.7% | +68.3% | +63.2% |
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