+1,817.6%
SMH vs TEVA
-22.9%
+1,840.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.6% | +1.0% |
| 7D | +0.3% | +2.0% | -1.7% | -0.1% |
| 30D | -2.8% | +1.0% | -3.7% | -3.0% |
| 3M | -6.7% | +7.3% | -14.0% | -8.6% |
| 6M | +41.8% | +21.7% | +20.0% | +34.8% |
| YTD | +57.9% | +18.8% | +39.0% | +50.8% |
| 1Y | +87.6% | +86.5% | +1.2% | +61.7% |
| 3Y | +282.9% | +269.4% | +13.5% | +176.6% |
| 5Y | +330.4% | +303.6% | +26.8% | +196.2% |
| All | +1,817.6% | -22.9% | +1,840.5% | +1,284.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling