Stock vs. Benchmark Comparison
Data updated: 2025-08-06 13:40 UTC
特斯拉 (TSLA)
标普500 (SPY)
📈 Cumulative Return
48.66%
vs Benchmark 19.31%
📊 Volatility (Ann.)
72.1%
Benchmark 20.2%
⚠️ Alert: Stock volatility exceeds benchmark by over 15%. Monitor risk.
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Disclaimer: This analysis is based on historical data and does not constitute investment advice. Securities markets involve risk; invest cautiously. Data updated T+0.
Ann. Excess Return
70.00%
Beta
2.30
Ann. Alpha
22.01%
Information Ratio
1.15
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 45.30%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 22.01%.
- A high Beta value (2.30) indicates the stock is more sensitive to market changes and has higher volatility.
- The stock's volatility is significantly higher than the benchmark, indicating higher risk.
- A high Information Ratio (1.15) suggests the stock outperformed the benchmark on a risk-adjusted basis.
Price Comparison
Return Comparison
Excess Return
Return Metrics
Metric
TSLA
SPY
Excess/Diff.
Total Return
48.66%
19.31%
29.35%
Annualized Return
91.80%
21.81%
70.00%
Risk Metrics
Metric
TSLA
SPY
Ratio/Diff.
Annualized Volatility
72.08%
20.17%
3.57x
Max Drawdown
53.77%
18.75%
2.87x
Sharpe Ratio
1.23
0.93
0.30
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.30
Higher than market
High Volatility
Annualized Alpha
22.01%
Positive Alpha
Good
Information Ratio
1.15
High IR
Excellent
Correlation Coeff.
0.64
Moderately Correlated
Clear Link
R-Squared
41.27%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
262.56%
Outperforms in up markets
Down Capture Ratio
247.41%
Falls more than market