-25.0%
TEVA vs SIRI
-10.2%
-14.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | +2.0% | +0.6% | +1.5% | +1.9% |
| 30D | +1.0% | +2.5% | -1.5% | +0.3% |
| 3M | +7.3% | +6.6% | +0.7% | +5.5% |
| 6M | +21.7% | +32.9% | -11.2% | +13.4% |
| YTD | +18.8% | +50.5% | -31.6% | +7.0% |
| 1Y | +86.5% | +28.0% | +58.5% | +74.0% |
| 3Y | +269.4% | -22.4% | +291.8% | +267.9% |
| 5Y | +303.6% | -41.3% | +344.9% | +310.8% |
| All | -25.0% | -10.2% | -14.7% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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