+61.6%
TECK vs SMTC
+546.3%
-484.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.9% | -3.4% | -5.7% |
| 7D | -4.2% | +17.5% | -21.8% | -7.5% |
| 30D | -0.4% | +21.3% | -21.7% | -5.1% |
| 3M | +10.1% | +3.1% | +7.0% | +7.2% |
| 6M | +26.0% | +81.7% | -55.7% | +8.2% |
| YTD | +38.0% | +115.9% | -77.9% | +14.5% |
| 1Y | +63.8% | +157.8% | -94.0% | +30.7% |
| All | +61.6% | +546.3% | -484.8% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling