Stock vs. Benchmark Comparison
Data updated: 2025-05-06 21:40 UTC
特斯拉 (TSLA)
标普500 (SPY)
📈 Cumulative Return
55.69%
vs Benchmark 13.00%
📊 Volatility (Ann.)
72.0%
Benchmark 20.0%
⚠️ 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
85.39%
Beta
2.37
Ann. Alpha
43.33%
Information Ratio
1.41
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 55.29%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 43.33%.
- A high Beta value (2.37) 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 (1.41) 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
55.69%
13.00%
42.69%
Annualized Return
100.71%
15.32%
85.39%
Risk Metrics
Metric
TSLA
SPY
Ratio/Diff.
Annualized Volatility
72.01%
20.05%
3.59x
Max Drawdown
53.77%
18.76%
2.87x
Sharpe Ratio
1.36
0.61
0.74
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.37
Higher than market
High Volatility
Annualized Alpha
43.33%
Positive Alpha
Good
Information Ratio
1.41
High IR
Excellent
Correlation Coeff.
0.66
Moderately Correlated
Clear Link
R-Squared
43.41%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
286.66%
Outperforms in up markets
Down Capture Ratio
254.81%
Falls more than market