+103.2%
TOST vs SBAC
-10.4%
+113.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | +9.4% | +1.2% | +8.2% | +9.2% |
| 30D | +13.5% | +11.2% | +2.3% | +11.3% |
| 3M | -0.1% | +4.5% | -4.6% | -1.1% |
| 6M | +22.5% | -12.2% | +34.6% | +24.8% |
| YTD | -2.4% | -0.1% | -2.2% | -3.5% |
| 1Y | -4.7% | -0.3% | -4.4% | -5.7% |
| 3Y | +103.2% | -8.7% | +112.0% | +94.0% |
| All | +103.2% | -10.4% | +113.6% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling