-0.8%
TOST vs SN
+156.5%
-157.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.1% | +1.4% | +4.1% |
| 7D | +10.7% | +10.6% | +0.1% | +7.1% |
| 30D | +17.7% | +20.0% | -2.3% | +11.0% |
| 3M | +4.6% | +30.4% | -25.7% | -4.3% |
| 6M | +20.3% | +91.0% | -70.7% | -1.1% |
| YTD | -0.4% | +95.9% | -96.3% | -19.7% |
| 1Y | -0.8% | +158.9% | -159.6% | -26.6% |
| All | -0.8% | +156.5% | -157.2% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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