-44.4%
TOST vs SFM
+117.9%
-162.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +4.0% | -10.2% | +14.3% | +6.4% |
| 30D | +11.1% | -23.9% | +34.9% | +16.6% |
| 3M | +0.8% | -42.3% | +43.1% | +12.0% |
| 6M | +38.8% | -40.1% | +78.9% | +51.8% |
| YTD | -2.1% | -37.8% | +35.7% | +5.2% |
| 1Y | -6.0% | -37.1% | +31.1% | +0.6% |
| 3Y | +149.8% | +21.5% | +128.2% | +134.4% |
| 5Y | -42.8% | +103.8% | -146.5% | -44.2% |
| All | -44.4% | +117.9% | -162.3% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling