+37.4%
SNPS vs TOST
-46.1%
+83.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.7% |
| 7D | -10.2% | +11.6% | -21.8% | -12.8% |
| 30D | -12.8% | +16.2% | -29.1% | -16.6% |
| 3M | +9.9% | +1.0% | +8.8% | +8.6% |
| 6M | -12.4% | +23.2% | -35.6% | -19.0% |
| YTD | -6.3% | -1.0% | -5.3% | -8.2% |
| 1Y | +7.6% | -9.9% | +17.5% | +8.0% |
| 3Y | -9.8% | +101.0% | -110.8% | -29.3% |
| 5Y | +29.2% | -40.4% | +69.6% | +13.7% |
| All | +37.4% | -46.1% | +83.5% | +22.4% |
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