-85.6%
SMR vs TEVA
+106.6%
-192.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.3% | -4.4% |
| 7D | -9.5% | +4.7% | -14.2% | -11.0% |
| 30D | -33.2% | +5.5% | -38.7% | -34.4% |
| 3M | -45.9% | +21.6% | -67.5% | -49.3% |
| 6M | -57.9% | +18.4% | -76.3% | -59.9% |
| YTD | -63.8% | +34.1% | -97.9% | -68.2% |
| 1Y | -85.6% | +104.5% | -190.1% | -90.7% |
| All | -85.6% | +106.6% | -192.2% | -90.7% |
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