-44.4%
TOST vs SMTC
+48.3%
-92.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.8% | -12.5% | -2.5% |
| 7D | +4.0% | -4.8% | +8.9% | +3.9% |
| 30D | +11.1% | -37.8% | +48.9% | +20.9% |
| 3M | +0.8% | -16.5% | +17.3% | -0.4% |
| 6M | +38.8% | -4.4% | +43.2% | +25.0% |
| YTD | -2.1% | +58.0% | -60.1% | -27.0% |
| 1Y | -6.0% | +62.0% | -68.0% | -31.0% |
| 3Y | +149.8% | +745.7% | -595.9% | -30.7% |
| 5Y | -42.8% | +29.0% | -71.8% | -42.0% |
| All | -44.4% | +48.3% | -92.6% | -50.1% |
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