+2,013.0%
TECK vs SPXS
-100.0%
+2,112.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.9% | -8.2% | -5.2% |
| 7D | -4.2% | +6.4% | -10.6% | -0.7% |
| 30D | -0.4% | +6.0% | -6.3% | +3.2% |
| 3M | +10.1% | -11.6% | +21.8% | +4.4% |
| 6M | +26.0% | -28.7% | +54.7% | +9.1% |
| YTD | +38.0% | -26.3% | +64.3% | +23.2% |
| 1Y | +63.8% | -34.9% | +98.7% | +38.6% |
| 3Y | +68.5% | -79.5% | +148.0% | -11.9% |
| 5Y | +179.2% | -85.9% | +265.1% | +46.7% |
| 10Y | +358.6% | -99.5% | +458.1% | -49.6% |
| All | +2,013.0% | -100.0% | +2,112.9% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded SPXS 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling