+966.8%
SMCI vs TOST
-49.0%
+1,015.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.2% |
| 7D | +9.7% | -0.9% | +10.6% | +9.9% |
| 30D | +29.3% | -3.5% | +32.8% | +30.1% |
| 3M | -8.5% | +38.1% | -46.6% | -16.4% |
| 6M | +28.6% | +9.9% | +18.7% | +23.5% |
| YTD | +37.5% | -6.3% | +43.8% | +36.8% |
| 1Y | +0.5% | -18.3% | +18.9% | +2.7% |
| 3Y | +43.4% | +59.7% | -16.3% | +25.2% |
| All | +966.8% | -49.0% | +1,015.8% | +799.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling