+48.0%
SMCI vs TOST
+62.0%
-14.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.5% | +4.5% |
| 7D | +6.8% | -3.4% | +10.2% | +8.0% |
| 30D | +30.6% | -2.4% | +33.0% | +31.2% |
| 3M | -15.6% | +34.6% | -50.2% | -25.5% |
| 6M | +21.3% | +15.2% | +6.1% | +12.1% |
| YTD | +35.3% | -4.4% | +39.7% | +33.5% |
| 1Y | -2.7% | -17.4% | +14.7% | +0.9% |
| All | +48.0% | +62.0% | -14.0% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling