+262.1%
TEVA vs STT
+194.3%
+67.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -1.3% |
| 7D | -0.7% | -1.4% | +0.6% | -0.3% |
| 30D | -0.4% | +2.2% | -2.5% | -1.1% |
| 3M | +8.2% | +18.8% | -10.6% | +2.0% |
| 6M | +15.3% | +57.9% | -42.6% | -1.6% |
| YTD | +16.5% | +51.0% | -34.5% | +0.6% |
| 1Y | +85.7% | +77.1% | +8.6% | +51.9% |
| All | +262.1% | +194.3% | +67.8% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling