+213.6%
SMH vs TOST
+96.7%
+117.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.9% |
| 7D | -11.2% | +9.4% | -20.6% | -12.8% |
| 30D | -25.8% | +13.5% | -39.3% | -27.7% |
| 3M | -18.8% | -0.1% | -18.7% | -19.2% |
| 6M | -15.6% | +22.5% | -38.1% | -20.6% |
| YTD | +28.8% | -2.4% | +31.2% | +27.5% |
| 1Y | +32.6% | -4.7% | +37.3% | +32.0% |
| 3Y | +213.6% | +103.2% | +110.4% | +165.4% |
| All | +213.6% | +96.7% | +117.0% | +165.4% |
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