+96.8%
TEVA vs SMTC
+154.8%
-58.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -9.9% | -1.4% |
| 7D | -0.2% | +12.7% | -13.0% | -1.2% |
| 30D | +4.7% | +22.0% | -17.2% | +2.6% |
| 3M | +5.6% | -12.7% | +18.3% | +6.9% |
| 6M | +10.5% | +64.8% | -54.3% | -2.2% |
| YTD | +16.5% | +100.7% | -84.2% | -1.0% |
| 1Y | +96.8% | +146.9% | -50.1% | +58.6% |
| All | +96.8% | +154.8% | -58.0% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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