+6,749.8%
TEVA vs SMTC
+67,795.5%
-61,045.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | -1.0% |
| 7D | -0.7% | +17.5% | -18.3% | -2.6% |
| 30D | -0.4% | +21.3% | -21.7% | -2.9% |
| 3M | +8.2% | +3.1% | +5.1% | +6.4% |
| 6M | +15.3% | +81.7% | -66.4% | +5.4% |
| YTD | +16.5% | +115.9% | -99.5% | +4.3% |
| 1Y | +85.7% | +157.8% | -72.1% | +62.5% |
| 3Y | +277.9% | +557.3% | -279.4% | +181.8% |
| 5Y | +295.5% | +114.7% | +180.9% | +226.6% |
| 10Y | -24.5% | +509.5% | -533.9% | -44.0% |
| All | +6,749.8% | +67,795.5% | -61,045.7% | +2,872.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling