+3.0%
SSPC vs TOST
+37.9%
-34.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.4% | -15.9% | -17.1% |
| 7D | -4.7% | +9.4% | -14.1% | -5.5% |
| 30D | +36.7% | +13.5% | +23.2% | +35.6% |
| 3M | -49.4% | -0.1% | -49.3% | -49.4% |
| All | +3.0% | +37.9% | -34.9% | +31.0% |
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 · Available span rolling