+144.6%
TOST vs SN
+431.1%
-286.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | +3.0% | +7.6% | -4.6% | +0.1% |
| 30D | +10.3% | +22.4% | -12.2% | +2.1% |
| 3M | -3.3% | +21.7% | -24.9% | -10.5% |
| 6M | +37.8% | +102.8% | -65.0% | +5.1% |
| YTD | -2.8% | +102.4% | -105.2% | -26.8% |
| 1Y | -9.6% | +139.0% | -148.6% | -36.3% |
| 3Y | +144.6% | +440.4% | -295.7% | +20.0% |
| All | +144.6% | +431.1% | -286.5% | +20.0% |
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 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