-4.7%
TOST vs SFM
-38.0%
+33.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.5% | -1.0% |
| 7D | +9.4% | -1.2% | +10.6% | +9.6% |
| 30D | +13.5% | -24.8% | +38.2% | +15.3% |
| 3M | -0.1% | -43.7% | +43.5% | +2.3% |
| 6M | +22.5% | -37.3% | +59.7% | +24.6% |
| YTD | -2.4% | -38.4% | +36.0% | +0.8% |
| 1Y | -4.7% | -36.9% | +32.2% | -3.8% |
| All | -4.7% | -38.0% | +33.3% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling