+233.5%
SPOT vs TEVA
+280.8%
-47.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.5% |
| 7D | -3.1% | +2.0% | -5.1% | -3.3% |
| 30D | +7.4% | +1.0% | +6.4% | +7.3% |
| 3M | +8.2% | +7.3% | +0.9% | +7.2% |
| 6M | +2.2% | +21.7% | -19.5% | -0.4% |
| YTD | -9.5% | +18.8% | -28.3% | -11.5% |
| 1Y | -23.8% | +86.5% | -110.3% | -29.6% |
| 3Y | +233.5% | +269.4% | -36.0% | +157.3% |
| All | +233.5% | +280.8% | -47.3% | +157.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling