+72.5%
TECK vs SGI
+55.1%
+17.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.5% |
| 7D | +4.9% | +0.6% | +4.3% | +4.6% |
| 30D | +5.2% | +5.5% | -0.3% | +2.6% |
| 3M | +13.8% | -3.6% | +17.4% | +14.8% |
| 6M | +38.5% | -15.0% | +53.5% | +46.2% |
| YTD | +47.3% | -23.0% | +70.4% | +61.0% |
| 1Y | +81.0% | -18.4% | +99.4% | +92.2% |
| All | +72.5% | +55.1% | +17.4% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling