-4.7%
TOST vs SN
+137.4%
-142.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.3% |
| 7D | +9.4% | +7.2% | +2.3% | +6.8% |
| 30D | +13.5% | +20.4% | -6.9% | +6.4% |
| 3M | -0.1% | +23.9% | -24.1% | -7.7% |
| 6M | +22.5% | +93.0% | -70.6% | -1.5% |
| YTD | -2.4% | +99.2% | -101.6% | -23.9% |
| 1Y | -4.7% | +142.6% | -147.3% | -33.0% |
| All | -4.7% | +137.4% | -142.1% | -33.0% |
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