+22.9%
SNPS vs TOST
-48.0%
+70.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -11.0% | -3.4% | -7.6% | -10.2% |
| 30D | -1.7% | -2.4% | +0.7% | -1.4% |
| 3M | -20.4% | +34.6% | -55.0% | -27.2% |
| 6M | -8.6% | +15.2% | -23.8% | -13.4% |
| YTD | -16.2% | -4.4% | -11.8% | -16.7% |
| 1Y | -34.6% | -17.4% | -17.2% | -32.4% |
| 3Y | -14.5% | +54.5% | -68.9% | -27.9% |
| All | +22.9% | -48.0% | +70.9% | +11.1% |
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