-5.1%
SNXX vs TEVA
+29.7%
-34.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -0.2% | -42.9% | -43.0% |
| 7D | -66.8% | +0.7% | -67.6% | -66.9% |
| 30D | -79.7% | +6.8% | -86.4% | -80.4% |
| 3M | -72.8% | +20.3% | -93.2% | -76.5% |
| 6M | -84.7% | +16.5% | -101.2% | -86.0% |
| All | -5.1% | +29.7% | -34.8% | -14.3% |
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 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