Stock vs. Benchmark Comparison
Data updated: 2025-06-22 08:02 UTC
特斯拉 (TSLA)
标普500 (SPY)
📈 Cumulative Return
74.27%
vs Benchmark 9.73%
📊 Volatility (Ann.)
74.1%
Benchmark 20.5%
⚠️ 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
116.35%
Beta
2.40
Ann. Alpha
74.00%
Information Ratio
1.86
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 71.06%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 74.00%.
- A high Beta value (2.40) 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 (1.86) 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
74.27%
9.73%
64.55%
Annualized Return
128.42%
12.06%
116.35%
Risk Metrics
Metric
TSLA
SPY
Ratio/Diff.
Annualized Volatility
74.11%
20.49%
3.62x
Max Drawdown
53.77%
18.76%
2.87x
Sharpe Ratio
1.69
0.44
1.25
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.40
Higher than market
High Volatility
Annualized Alpha
74.00%
Positive Alpha
Good
Information Ratio
1.86
High IR
Excellent
Correlation Coeff.
0.66
Moderately Correlated
Clear Link
R-Squared
43.84%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
310.52%
Outperforms in up markets
Down Capture Ratio
261.03%
Falls more than market