+40.5%
SNPS vs TOST
-46.9%
+87.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.7% |
| 7D | -3.7% | +9.4% | -13.1% | -6.0% |
| 30D | -10.4% | +13.5% | -23.9% | -13.7% |
| 3M | +11.0% | -0.1% | +11.1% | +10.0% |
| 6M | -10.7% | +22.5% | -33.2% | -17.4% |
| YTD | -4.1% | -2.4% | -1.7% | -5.8% |
| 1Y | +13.7% | -4.7% | +18.4% | +12.3% |
| 3Y | -8.1% | +103.2% | -111.3% | -28.2% |
| 5Y | +32.2% | -41.2% | +73.4% | +16.8% |
| All | +40.5% | -46.9% | +87.4% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling