+1,881.2%
TECK vs SM
+254.2%
+1,627.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -0.4% | +9.4% | -9.8% | -4.1% |
| 30D | -7.1% | -14.4% | +7.3% | -3.1% |
| 3M | -5.5% | +1.6% | -7.0% | -8.5% |
| 6M | -9.7% | +6.3% | -16.1% | -16.7% |
| YTD | +26.3% | +78.8% | -52.5% | -8.8% |
| 1Y | +44.4% | +83.1% | -38.8% | +2.8% |
| 3Y | +70.1% | -5.9% | +76.0% | +47.4% |
| 5Y | +125.8% | +4.8% | +121.0% | +74.7% |
| 10Y | +200.6% | +17.5% | +183.1% | -9.2% |
| All | +1,881.2% | +254.2% | +1,627.0% | +230.8% |
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