+228.7%
SMH vs TOST
+142.2%
+86.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.2% | +6.0% | +5.1% |
| 7D | +0.5% | -3.6% | +4.1% | +1.2% |
| 30D | -14.2% | +8.9% | -23.1% | -15.9% |
| 3M | -11.5% | -2.2% | -9.3% | -11.6% |
| 6M | -12.0% | +41.0% | -53.0% | -19.7% |
| YTD | +40.8% | -4.0% | +44.7% | +39.8% |
| 1Y | +44.9% | -9.6% | +54.5% | +46.3% |
| All | +228.7% | +142.2% | +86.5% | +158.6% |
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 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