-2.7%
SMCI vs TOST
-20.0%
+17.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.5% | +4.5% |
| 7D | +6.8% | -3.4% | +10.2% | +6.9% |
| 30D | +30.6% | -2.4% | +33.0% | +30.6% |
| 3M | -15.6% | +34.6% | -50.2% | -18.9% |
| 6M | +21.3% | +15.2% | +6.1% | +17.5% |
| YTD | +35.3% | -4.4% | +39.7% | +28.6% |
| 1Y | -2.7% | -17.4% | +14.7% | -9.6% |
| All | -2.7% | -20.0% | +17.3% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 1y: compounded portfolio wealth divided by compounded TOST 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…
1y analysis · Full analysis span regression · 6 months rolling