+51.6%
TEVA vs SIMO
+3,620.3%
-3,568.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.8% | 0.0% |
| 7D | -1.7% | +14.5% | -16.2% | -3.4% |
| 30D | +2.0% | +20.4% | -18.5% | -0.7% |
| 3M | +7.0% | +7.1% | -0.2% | +4.3% |
| 6M | +17.0% | +129.2% | -112.3% | +1.9% |
| YTD | +18.1% | +201.9% | -183.9% | -1.2% |
| 1Y | +87.2% | +235.5% | -148.3% | +54.3% |
| 3Y | +283.1% | +463.8% | -180.8% | +192.3% |
| 5Y | +298.4% | +306.7% | -8.3% | +209.2% |
| 10Y | -23.4% | +579.5% | -602.9% | -45.4% |
| All | +51.6% | +3,620.3% | -3,568.7% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling