-37.6%
SMCI vs TEVA
+106.6%
-144.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.6% | -5.7% |
| 7D | -17.3% | +4.7% | -22.0% | -17.1% |
| 30D | -31.5% | +5.5% | -37.0% | -31.2% |
| 3M | -6.6% | +21.6% | -28.1% | -5.1% |
| 6M | +6.0% | +18.4% | -12.4% | +9.1% |
| YTD | +1.1% | +34.1% | -33.0% | +2.1% |
| 1Y | -37.6% | +104.5% | -142.1% | -28.5% |
| All | -37.6% | +106.6% | -144.1% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling