+198.0%
TECK vs SMTC
+118.6%
+79.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | +4.9% | +22.5% | -17.6% | +0.1% |
| 30D | +5.2% | +24.9% | -19.7% | -0.9% |
| 3M | +13.8% | +4.1% | +9.7% | +10.3% |
| 6M | +38.5% | +92.6% | -54.1% | +15.7% |
| YTD | +47.3% | +122.5% | -75.1% | +19.0% |
| 1Y | +81.0% | +166.2% | -85.2% | +39.8% |
| 3Y | +79.9% | +577.2% | -497.3% | -0.8% |
| All | +198.0% | +118.6% | +79.4% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling