-7.6%
SNPS vs TOST
+132.0%
-139.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +0.2% | +4.0% | -3.8% | -0.9% |
| 30D | -8.4% | +11.1% | -19.5% | -11.3% |
| 3M | +12.3% | +0.8% | +11.4% | +11.1% |
| 6M | -9.6% | +38.8% | -48.4% | -19.3% |
| YTD | -0.6% | -2.1% | +1.5% | -2.4% |
| 1Y | +18.7% | -6.0% | +24.7% | +17.8% |
| 3Y | -7.6% | +149.8% | -157.3% | -22.2% |
| All | -7.6% | +132.0% | -139.5% | -22.2% |
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 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