-25.0%
TEVA vs SIMO
+605.2%
-630.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.2% | -5.2% | +0.6% |
| 7D | +2.0% | +11.0% | -9.0% | -0.2% |
| 30D | +1.0% | +17.9% | -16.9% | -2.9% |
| 3M | +7.3% | +3.9% | +3.4% | +3.4% |
| 6M | +21.7% | +131.0% | -109.3% | -5.7% |
| YTD | +18.8% | +209.3% | -190.5% | -15.2% |
| 1Y | +86.5% | +223.8% | -137.3% | +31.0% |
| 3Y | +269.4% | +479.2% | -209.8% | +118.6% |
| 5Y | +303.6% | +316.0% | -12.4% | +145.7% |
| All | -25.0% | +605.2% | -630.1% | -65.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling