+4.7%
TEVA vs SFM
+106.3%
-101.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.2% |
| 7D | -0.7% | -8.8% | +8.0% | +0.2% |
| 30D | -0.4% | -14.5% | +14.1% | +1.2% |
| 3M | +8.2% | -16.8% | +25.1% | +10.2% |
| 6M | +15.3% | -5.3% | +20.7% | +15.3% |
| YTD | +16.5% | -9.4% | +25.8% | +16.7% |
| 1Y | +85.7% | -46.2% | +131.9% | +97.6% |
| 3Y | +277.9% | +81.3% | +196.6% | +233.7% |
| 5Y | +295.5% | +211.9% | +83.7% | +217.9% |
| 10Y | -24.5% | +268.4% | -292.8% | -41.6% |
| All | +4.7% | +106.3% | -101.6% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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