+269.4%
TEVA vs SGI
+51.7%
+217.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +1.8% |
| 7D | +2.0% | -4.5% | +6.5% | +2.9% |
| 30D | +1.0% | +4.2% | -3.2% | 0.0% |
| 3M | +7.3% | -7.4% | +14.8% | +8.6% |
| 6M | +21.7% | -15.1% | +36.8% | +24.7% |
| YTD | +18.8% | -24.7% | +43.5% | +24.0% |
| 1Y | +86.5% | -21.8% | +108.2% | +92.7% |
| 3Y | +269.4% | +50.0% | +219.4% | +216.8% |
| All | +269.4% | +51.7% | +217.7% | +216.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling