+151.1%
TOST vs SBAC
-6.5%
+157.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.2% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | +16.2% | +5.5% | +10.7% | +15.0% |
| 3M | -1.5% | +3.1% | -4.6% | -2.2% |
| 6M | +55.3% | -7.0% | +62.3% | +56.6% |
| YTD | -2.3% | +0.5% | -2.8% | -3.5% |
| 1Y | -5.5% | +0.2% | -5.8% | -6.6% |
| 3Y | +151.1% | -7.4% | +158.5% | +156.7% |
| All | +151.1% | -6.5% | +157.7% | +156.7% |
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