+349.0%
TECK vs SMTC
+548.2%
-199.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.7% |
| 7D | -3.8% | +13.1% | -16.9% | -7.5% |
| 30D | +0.7% | +19.5% | -18.7% | -5.8% |
| 3M | +4.6% | +2.2% | +2.4% | +0.7% |
| 6M | +25.1% | +94.9% | -69.8% | -3.5% |
| YTD | +39.2% | +127.0% | -87.8% | +1.8% |
| 1Y | +60.3% | +174.6% | -114.2% | +9.1% |
| 3Y | +62.9% | +615.9% | -553.0% | -36.2% |
| 5Y | +181.5% | +125.6% | +55.9% | +69.2% |
| All | +349.0% | +548.2% | -199.2% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling