-43.8%
TOST vs SFM
+126.8%
-170.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.6% | +0.5% |
| 7D | +11.6% | +7.5% | +4.1% | +9.9% |
| 30D | +16.2% | -20.8% | +37.1% | +21.1% |
| 3M | +1.0% | -39.4% | +40.4% | +11.1% |
| 6M | +23.2% | -34.5% | +57.7% | +31.9% |
| YTD | -1.0% | -35.2% | +34.2% | +5.5% |
| 1Y | -9.9% | -35.3% | +25.4% | -4.0% |
| 3Y | +101.0% | +23.9% | +77.1% | +88.0% |
| 5Y | -40.4% | +113.8% | -154.2% | -42.0% |
| All | -43.8% | +126.8% | -170.6% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling