+404.4%
SNXX vs TOST
-4.3%
+408.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.6% | -6.4% | -9.4% |
| 7D | +16.8% | -5.9% | +22.6% | +10.4% |
| 30D | +65.3% | -8.4% | +73.7% | +53.1% |
| 3M | -34.8% | +31.4% | -66.2% | -12.9% |
| 6M | +255.1% | +10.5% | +244.6% | +289.1% |
| All | +404.4% | -4.3% | +408.7% | +418.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling