-7.7%
SRE vs TEVA
+106.6%
-114.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.7% | -2.9% |
| 7D | -2.1% | +4.7% | -6.8% | -2.2% |
| 30D | +6.1% | +5.5% | +0.5% | +6.0% |
| 3M | -3.5% | +21.6% | -25.1% | -3.8% |
| 6M | -10.8% | +18.4% | -29.2% | -10.9% |
| YTD | -4.0% | +34.1% | -38.1% | -4.7% |
| 1Y | -7.7% | +104.5% | -112.2% | -9.4% |
| All | -7.7% | +106.6% | -114.2% | -9.4% |
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