Stock vs. Benchmark Comparison
Data updated: 2025-09-23 20:44 UTC
特斯拉 (TSLA)
标普500 (SPY)
📈 Cumulative Return
78.01%
vs Benchmark 18.57%
📊 Volatility (Ann.)
70.7%
Benchmark 19.4%
⚠️ 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
106.68%
Beta
2.28
Ann. Alpha
47.68%
Information Ratio
1.77
Key Insights
- During the analysis period, the stock outperformed the benchmark index, with a total excess return of 63.14%.
- The stock demonstrated positive stock selection ability, with an annualized Alpha of 47.68%.
- A high Beta value (2.28) 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 (1.77) 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
78.01%
18.57%
59.44%
Annualized Return
127.55%
20.88%
106.68%
Risk Metrics
Metric
TSLA
SPY
Ratio/Diff.
Annualized Volatility
70.70%
19.43%
3.64x
Max Drawdown
53.77%
18.76%
2.87x
Sharpe Ratio
1.76
0.92
0.84
Relative Performance Metrics
Metric
Value
Interpretation
Evaluation
Beta
2.28
Higher than market
High Volatility
Annualized Alpha
47.68%
Positive Alpha
Good
Information Ratio
1.77
High IR
Excellent
Correlation Coeff.
0.63
Moderately Correlated
Clear Link
R-Squared
39.42%
Low Explanatory Power
Idiosyncratic Risk
Market Capture Ratios
Metric
Value
Interpretation
Up Capture Ratio
264.58%
Outperforms in up markets
Down Capture Ratio
225.69%
Falls more than market