+56.7%
TOST vs SN
+389.7%
-333.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -3.4% | -9.3% | +5.9% | 0.0% |
| 30D | -2.4% | -4.8% | +2.4% | -1.0% |
| 3M | +34.6% | +40.4% | -5.8% | +18.0% |
| 6M | +15.2% | +50.9% | -35.7% | -2.4% |
| YTD | -4.4% | +54.9% | -59.3% | -20.3% |
| 1Y | -17.4% | +43.0% | -60.4% | -29.3% |
| All | +56.7% | +389.7% | -333.0% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling