-44.5%
TOST vs SMTC
+31.4%
-75.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.7% | -14.1% | -4.1% |
| 7D | +9.4% | -19.0% | +28.4% | +13.3% |
| 30D | +13.5% | -46.7% | +60.2% | +28.0% |
| 3M | -0.1% | -23.4% | +23.3% | +0.5% |
| 6M | +22.5% | -13.4% | +35.9% | +12.6% |
| YTD | -2.4% | +40.1% | -42.4% | -25.2% |
| 1Y | -4.7% | +47.7% | -52.4% | -28.7% |
| 3Y | +103.2% | +606.9% | -503.7% | -40.0% |
| 5Y | -41.2% | +14.4% | -55.6% | -38.8% |
| All | -44.5% | +31.4% | -75.9% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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