+4,477.6%
SMCI vs TEVA
+26.4%
+4,451.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.2% | +6.7% |
| 7D | +1.3% | +2.0% | -0.7% | +0.7% |
| 30D | +6.6% | +1.0% | +5.7% | +6.4% |
| 3M | +25.4% | +7.3% | +18.1% | +21.9% |
| 6M | +26.1% | +21.7% | +4.4% | +18.1% |
| YTD | +37.0% | +18.8% | +18.2% | +28.7% |
| 1Y | -8.8% | +86.5% | -95.2% | -26.3% |
| 3Y | +44.6% | +269.4% | -224.8% | -7.1% |
| 5Y | +995.9% | +303.6% | +692.3% | +551.4% |
| 10Y | +1,801.4% | -22.9% | +1,824.3% | +1,679.5% |
| All | +4,477.6% | +26.4% | +4,451.2% | +3,049.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling