+1,881.2%
TECK vs SMTC
+380.1%
+1,501.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.4% | -0.3% |
| 7D | -0.4% | +11.0% | -11.5% | -4.1% |
| 30D | -7.1% | -28.5% | +21.4% | +1.6% |
| 3M | -5.5% | -14.2% | +8.7% | -5.4% |
| 6M | -9.7% | -18.0% | +8.3% | -10.8% |
| YTD | +26.3% | +55.5% | -29.3% | -2.5% |
| 1Y | +44.4% | +69.5% | -25.2% | +7.8% |
| 3Y | +70.1% | +699.7% | -629.6% | -42.3% |
| 5Y | +125.8% | +27.4% | +98.4% | +44.4% |
| 10Y | +200.6% | +335.7% | -135.1% | +9.4% |
| All | +1,881.2% | +380.1% | +1,501.2% | +443.7% |
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