+295.5%
TEVA vs SIMO
+287.2%
+8.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.7% |
| 7D | -0.7% | +12.5% | -13.3% | -2.5% |
| 30D | -0.4% | +18.4% | -18.8% | -3.2% |
| 3M | +8.2% | +5.6% | +2.6% | +5.0% |
| 6M | +15.3% | +116.9% | -101.6% | -4.1% |
| YTD | +16.5% | +188.4% | -171.9% | -8.9% |
| 1Y | +85.7% | +221.3% | -135.5% | +42.2% |
| 3Y | +277.9% | +438.6% | -160.7% | +161.3% |
| 5Y | +295.5% | +287.9% | +7.6% | +179.7% |
| All | +295.5% | +287.2% | +8.4% | +179.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling