-25.0%
TEVA vs SMTC
+548.2%
-573.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +1.0% |
| 7D | +2.0% | +13.1% | -11.1% | -0.7% |
| 30D | +1.0% | +19.5% | -18.5% | -3.7% |
| 3M | +7.3% | +2.2% | +5.1% | +3.8% |
| 6M | +21.7% | +94.9% | -73.1% | -1.1% |
| YTD | +18.8% | +127.0% | -108.1% | -7.4% |
| 1Y | +86.5% | +174.6% | -88.1% | +37.5% |
| 3Y | +269.4% | +615.9% | -346.5% | +74.8% |
| 5Y | +303.6% | +125.6% | +178.0% | +169.9% |
| All | -25.0% | +548.2% | -573.2% | -63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling