+448.0%
SNXX vs TOST
-2.8%
+450.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +0.4% |
| 7D | +27.3% | -4.7% | +32.0% | +21.9% |
| 30D | +89.3% | -9.1% | +98.4% | +74.4% |
| 3M | -29.6% | +29.8% | -59.4% | -6.0% |
| 6M | +324.4% | +10.0% | +314.4% | +360.6% |
| All | +448.0% | -2.8% | +450.8% | +472.5% |
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