-45.7%
TOST vs SBAC
-42.1%
-3.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.6% |
| 7D | -3.4% | -0.8% | -2.6% | -3.1% |
| 30D | -2.4% | +6.9% | -9.4% | -5.6% |
| 3M | +34.6% | -8.2% | +42.8% | +39.3% |
| 6M | +15.2% | -1.6% | +16.8% | +13.4% |
| YTD | -4.4% | -0.1% | -4.3% | -7.5% |
| 1Y | -17.4% | -0.5% | -17.0% | -20.1% |
| 3Y | +54.5% | -9.1% | +63.5% | +49.4% |
| All | -45.7% | -42.1% | -3.6% | -17.6% |
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