+31.7%
SNPS vs TOST
-27.7%
+59.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.5% |
| 7D | +1.1% | 0.0% | +1.0% | +1.0% |
| 30D | -5.2% | +16.2% | -21.3% | -9.4% |
| 3M | +10.6% | -1.5% | +12.1% | +10.1% |
| 6M | -10.6% | +55.3% | -65.9% | -22.5% |
| YTD | -3.1% | -2.3% | -0.8% | -4.9% |
| 1Y | +15.6% | -5.5% | +21.1% | +14.4% |
| 3Y | -12.9% | +151.1% | -164.1% | -36.3% |
| All | +31.7% | -27.7% | +59.4% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling