-8.7%
TOST vs SN
+135.1%
-143.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -0.7% |
| 7D | -4.7% | +1.4% | -6.1% | -5.2% |
| 30D | +8.5% | +16.6% | -8.1% | +3.0% |
| 3M | -1.6% | +18.3% | -19.9% | -7.4% |
| 6M | +44.1% | +103.1% | -59.0% | +15.7% |
| YTD | -5.6% | +96.7% | -102.3% | -25.3% |
| All | -8.7% | +135.1% | -143.8% | -34.5% |
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