+96.8%
TEVA vs SIMO
+226.2%
-129.5%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.4% | -1.8% |
| 7D | -0.2% | +4.2% | -4.5% | -0.8% |
| 30D | +4.7% | +4.1% | +0.6% | +3.7% |
| 3M | +5.6% | -12.9% | +18.5% | +5.9% |
| 6M | +10.5% | +110.3% | -99.9% | -10.6% |
| YTD | +16.5% | +178.6% | -162.1% | -14.4% |
| 1Y | +96.8% | +220.0% | -123.2% | +38.5% |
| All | +96.8% | +226.2% | -129.5% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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