-43.8%
TOST vs SBAC
-41.0%
-2.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | +11.6% | +4.4% | +7.2% | +9.4% |
| 30D | +16.2% | +13.8% | +2.5% | +9.1% |
| 3M | +1.0% | +9.0% | -7.9% | -3.5% |
| 6M | +23.2% | -10.0% | +33.2% | +28.3% |
| YTD | -1.0% | +1.8% | -2.8% | -5.4% |
| 1Y | -9.9% | +1.1% | -11.0% | -13.6% |
| 3Y | +101.0% | -9.5% | +110.6% | +96.4% |
| 5Y | -40.4% | -39.0% | -1.4% | -14.7% |
| All | -43.8% | -41.0% | -2.8% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling