+2,171.4%
TECK vs SM
+294.4%
+1,877.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.5% |
| 30D | +4.6% | +26.3% | -21.7% | -4.9% |
| 3M | +2.8% | +8.7% | -5.8% | -2.9% |
| 6M | +24.9% | +51.7% | -26.8% | -0.1% |
| YTD | +44.7% | +99.0% | -54.3% | +2.7% |
| 1Y | +112.0% | +34.6% | +77.4% | +72.4% |
| 3Y | +67.6% | -7.8% | +75.3% | +49.4% |
| 5Y | +200.3% | +104.8% | +95.6% | +80.2% |
| 10Y | +358.2% | +7.2% | +351.0% | +49.4% |
| All | +2,171.4% | +294.4% | +1,877.0% | +272.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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