-23.4%
SMCI vs TOST
-7.5%
-15.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.6% |
| 7D | -6.6% | 0.0% | -6.6% | -6.6% |
| 30D | -24.9% | +16.2% | -41.1% | -25.6% |
| 3M | -31.4% | -1.5% | -29.9% | -31.3% |
| 6M | -16.0% | +55.3% | -71.3% | -23.1% |
| YTD | -8.2% | -2.3% | -5.9% | -13.1% |
| 1Y | -23.4% | -5.5% | -17.9% | -26.6% |
| All | -23.4% | -7.5% | -15.9% | -26.6% |
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