+333.3%
SMH vs TOST
-48.0%
+381.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.5% | -3.4% | +5.9% | +3.4% |
| 30D | -0.5% | -2.4% | +2.0% | -0.1% |
| 3M | -9.6% | +34.6% | -44.3% | -16.7% |
| 6M | +42.1% | +15.2% | +26.9% | +34.6% |
| YTD | +57.4% | -4.4% | +61.8% | +55.4% |
| 1Y | +96.2% | -17.4% | +113.6% | +100.3% |
| 3Y | +267.9% | +54.5% | +213.5% | +207.3% |
| All | +333.3% | -48.0% | +381.3% | +274.2% |
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 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