+566.9%
SPMO vs TEVA
-32.9%
+599.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | -0.9% | +2.0% | -2.9% | -1.2% |
| 30D | -1.9% | +1.0% | -2.9% | -2.1% |
| 3M | -1.4% | +7.3% | -8.7% | -2.5% |
| 6M | +25.5% | +21.7% | +3.8% | +21.6% |
| YTD | +24.8% | +18.8% | +6.0% | +21.3% |
| 1Y | +24.5% | +86.5% | -62.0% | +13.4% |
| 3Y | +157.1% | +269.4% | -112.3% | +108.8% |
| 5Y | +149.5% | +303.6% | -154.1% | +95.8% |
| 10Y | +518.1% | -22.9% | +541.0% | +405.4% |
| All | +566.9% | -32.9% | +599.8% | +447.7% |
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