-14.4%
SMR vs TEVA
+360.7%
-375.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.0% | -17.7% | -16.3% |
| 7D | -11.2% | +2.0% | -13.2% | -11.8% |
| 30D | -10.2% | +1.0% | -11.2% | -10.4% |
| 3M | -10.0% | +7.3% | -17.4% | -12.5% |
| 6M | -30.5% | +21.7% | -52.2% | -35.3% |
| YTD | -39.2% | +18.8% | -58.1% | -43.1% |
| 1Y | -75.5% | +86.5% | -162.0% | -80.1% |
| 3Y | +45.4% | +269.4% | -224.0% | -10.1% |
| All | -14.4% | +360.7% | -375.2% | -49.7% |
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 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