+272.5%
SMH vs TOST
-46.7%
+319.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.0% |
| 7D | -4.1% | +4.0% | -8.2% | -5.1% |
| 30D | -19.2% | +11.1% | -30.3% | -21.4% |
| 3M | -16.4% | +0.8% | -17.2% | -17.1% |
| 6M | -14.0% | +38.8% | -52.8% | -21.9% |
| YTD | +35.3% | -2.1% | +37.4% | +32.2% |
| 1Y | +40.4% | -6.0% | +46.5% | +38.5% |
| 3Y | +226.8% | +149.8% | +77.1% | +141.8% |
| 5Y | +232.3% | -42.8% | +275.1% | +183.5% |
| All | +272.5% | -46.7% | +319.2% | +218.2% |
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