+926.8%
TECK vs SGI
+1,798.9%
-872.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | -0.4% | -5.3% | +4.9% | +1.5% |
| 30D | -7.1% | -2.1% | -5.1% | -6.6% |
| 3M | -5.5% | -8.2% | +2.7% | -3.0% |
| 6M | -9.7% | -4.6% | -5.1% | -8.9% |
| YTD | +26.3% | -31.5% | +57.7% | +42.2% |
| 1Y | +44.4% | -30.8% | +75.2% | +62.0% |
| 3Y | +70.1% | +67.2% | +2.9% | +37.6% |
| 5Y | +125.8% | +42.5% | +83.3% | +83.0% |
| 10Y | +200.6% | +321.9% | -121.3% | +46.5% |
| All | +926.8% | +1,798.9% | -872.1% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling