+179.2%
TECK vs SPXS
-85.4%
+264.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.9% | -8.2% | -5.5% |
| 7D | -4.2% | +6.4% | -10.6% | -1.6% |
| 30D | -0.4% | +6.0% | -6.3% | +2.3% |
| 3M | +10.1% | -11.6% | +21.8% | +5.9% |
| 6M | +26.0% | -28.7% | +54.7% | +13.6% |
| YTD | +38.0% | -26.3% | +64.3% | +27.3% |
| 1Y | +63.8% | -34.9% | +98.7% | +45.7% |
| 3Y | +68.5% | -79.5% | +148.0% | +11.3% |
| 5Y | +179.2% | -85.9% | +265.1% | +85.9% |
| All | +179.2% | -85.4% | +264.6% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling