-5.0%
TEVA vs SPXU
-100.0%
+95.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.5% | +1.3% |
| 7D | +2.0% | +2.5% | -0.5% | +2.8% |
| 30D | +1.0% | +4.2% | -3.2% | +2.3% |
| 3M | +7.3% | -9.3% | +16.6% | +4.4% |
| 6M | +21.7% | -30.7% | +52.4% | +10.5% |
| YTD | +18.8% | -28.1% | +47.0% | +9.5% |
| 1Y | +86.5% | -35.2% | +121.7% | +67.7% |
| 3Y | +269.4% | -79.9% | +349.4% | +153.8% |
| 5Y | +303.6% | -86.4% | +390.0% | +183.0% |
| 10Y | -22.9% | -99.5% | +76.6% | -71.0% |
| All | -5.0% | -100.0% | +95.0% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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