+299.2%
TEVA vs SMTC
+122.8%
+176.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +1.4% |
| 7D | +2.0% | +13.1% | -11.1% | +0.3% |
| 30D | +1.0% | +19.5% | -18.5% | -1.9% |
| 3M | +7.3% | +2.2% | +5.1% | +5.4% |
| 6M | +21.7% | +94.9% | -73.1% | +6.8% |
| YTD | +18.8% | +127.0% | -108.1% | +1.6% |
| 1Y | +86.5% | +174.6% | -88.1% | +54.2% |
| 3Y | +269.4% | +615.9% | -346.5% | +133.1% |
| All | +299.2% | +122.8% | +176.4% | +245.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling