+83.8%
SPYM vs TEVA
+300.5%
-216.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.6% |
| 7D | -0.8% | +2.0% | -2.8% | -1.1% |
| 30D | -1.1% | +1.0% | -2.0% | -1.3% |
| 3M | +3.9% | +7.3% | -3.4% | +2.6% |
| 6M | +13.6% | +21.7% | -8.1% | +9.9% |
| YTD | +12.7% | +18.8% | -6.1% | +9.3% |
| 1Y | +17.6% | +86.5% | -68.9% | +6.2% |
| 3Y | +77.2% | +269.4% | -192.2% | +38.3% |
| All | +83.8% | +300.5% | -216.8% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling