+104.5%
TEVA vs SGI
-10.7%
+115.3%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -7.0% | -1.0% |
| 7D | +4.7% | +12.1% | -7.4% | +3.1% |
| 30D | +5.5% | +12.1% | -6.6% | +3.8% |
| 3M | +21.6% | +0.4% | +21.1% | +21.4% |
| 6M | +18.4% | -4.0% | +22.4% | +18.6% |
| YTD | +34.1% | -21.2% | +55.3% | +35.0% |
| 1Y | +104.5% | -12.1% | +116.6% | +111.5% |
| All | +104.5% | -10.7% | +115.3% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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