-17.4%
TOST vs SBAC
-3.2%
-14.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.2% |
| 7D | -3.4% | -0.8% | -2.6% | -3.3% |
| 30D | -2.4% | +6.9% | -9.4% | -3.1% |
| 3M | +34.6% | -8.2% | +42.8% | +35.5% |
| 6M | +15.2% | -1.6% | +16.8% | +14.2% |
| YTD | -4.4% | -0.1% | -4.3% | -5.8% |
| 1Y | -17.4% | -0.5% | -17.0% | -18.3% |
| All | -17.4% | -3.2% | -14.2% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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