+254.5%
SMH vs TOST
-46.9%
+301.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.9% |
| 7D | -11.2% | +9.4% | -20.6% | -13.2% |
| 30D | -25.8% | +13.5% | -39.3% | -28.2% |
| 3M | -18.8% | -0.1% | -18.7% | -19.4% |
| 6M | -15.6% | +22.5% | -38.1% | -21.4% |
| YTD | +28.8% | -2.4% | +31.2% | +25.9% |
| 1Y | +32.6% | -4.7% | +37.3% | +30.2% |
| 3Y | +213.6% | +103.2% | +110.4% | +143.6% |
| 5Y | +222.4% | -41.2% | +263.7% | +174.5% |
| All | +254.5% | -46.9% | +301.4% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling