+2,171.4%
TECK vs SMTC
+519.6%
+1,651.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.2% | -8.8% | -2.7% |
| 7D | -0.3% | +12.7% | -13.1% | -4.5% |
| 30D | +4.6% | +22.0% | -17.4% | -4.1% |
| 3M | +2.8% | -12.7% | +15.5% | +4.0% |
| 6M | +24.9% | +64.8% | -39.9% | -0.9% |
| YTD | +44.7% | +100.7% | -55.9% | +6.5% |
| 1Y | +112.0% | +146.9% | -34.9% | +43.1% |
| 3Y | +67.6% | +456.8% | -389.2% | -32.7% |
| 5Y | +200.3% | +89.2% | +111.1% | +72.3% |
| 10Y | +358.2% | +426.9% | -68.6% | +62.7% |
| All | +2,171.4% | +519.6% | +1,651.8% | +493.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling