+349.0%
TECK vs SPXS
-99.6%
+448.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | -0.3% |
| 7D | -3.8% | +2.5% | -6.3% | -2.7% |
| 30D | +0.7% | +4.2% | -3.5% | +2.8% |
| 3M | +4.6% | -9.3% | +13.9% | +1.4% |
| 6M | +25.1% | -30.7% | +55.8% | +10.7% |
| YTD | +39.2% | -28.1% | +67.2% | +26.3% |
| 1Y | +60.3% | -35.1% | +95.4% | +41.1% |
| 3Y | +62.9% | -79.6% | +142.5% | +0.8% |
| 5Y | +181.5% | -86.3% | +267.7% | +77.2% |
| All | +349.0% | -99.6% | +448.6% | +3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling