+2,155.3%
TECK vs SPXS
-100.0%
+2,255.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -1.4% |
| 7D | +4.9% | +1.2% | +3.6% | +5.7% |
| 30D | +5.2% | +5.2% | 0.0% | +8.4% |
| 3M | +13.8% | -9.2% | +23.0% | +9.6% |
| 6M | +38.5% | -29.6% | +68.1% | +18.9% |
| YTD | +47.3% | -27.6% | +75.0% | +30.0% |
| 1Y | +81.0% | -36.7% | +117.7% | +50.6% |
| 3Y | +79.9% | -79.8% | +159.7% | -7.0% |
| 5Y | +207.9% | -85.9% | +293.7% | +62.2% |
| 10Y | +389.5% | -99.5% | +489.0% | -46.9% |
| All | +2,155.3% | -100.0% | +2,255.3% | -75.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling