+293.4%
SN vs TEVA
+330.2%
-36.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.7% |
| 7D | -7.2% | -0.7% | -6.5% | -7.0% |
| 30D | -13.4% | -0.4% | -13.0% | -13.4% |
| 3M | +26.8% | +8.2% | +18.5% | +24.1% |
| 6M | +44.6% | +15.3% | +29.3% | +39.0% |
| YTD | +45.3% | +16.5% | +28.8% | +39.3% |
| 1Y | +40.1% | +85.7% | -45.6% | +21.8% |
| 3Y | +375.3% | +277.9% | +97.4% | +282.2% |
| All | +293.4% | +330.2% | -36.8% | +270.3% |
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