-15.6%
SMH vs TOST
+20.6%
-36.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.3% |
| 7D | -11.2% | +9.4% | -20.6% | -9.3% |
| 30D | -25.8% | +13.5% | -39.3% | -23.5% |
| 3M | -18.8% | -0.1% | -18.7% | -18.5% |
| 6M | -15.6% | +22.5% | -38.1% | -11.4% |
| All | -15.6% | +20.6% | -36.2% | -11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling