+188.6%
TECK vs SNY
+9.4%
+179.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -3.8% | -3.3% | -0.5% | -3.0% |
| 30D | +0.7% | -2.2% | +2.9% | +1.3% |
| 3M | +4.6% | -3.0% | +7.6% | +5.1% |
| 6M | +25.1% | +2.7% | +22.4% | +23.6% |
| YTD | +39.2% | -6.8% | +46.0% | +41.3% |
| 1Y | +60.3% | -5.3% | +65.6% | +61.8% |
| 3Y | +62.9% | -9.8% | +72.7% | +64.6% |
| All | +188.6% | +9.4% | +179.1% | +172.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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