-46.7%
TOST vs SPXS
-87.1%
+40.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.6% | -0.9% |
| 7D | -0.9% | -1.5% | +0.7% | -1.8% |
| 30D | -3.5% | +3.7% | -7.1% | -1.1% |
| 3M | +38.1% | -9.6% | +47.7% | +31.0% |
| 6M | +9.9% | -32.4% | +42.3% | -12.3% |
| YTD | -6.3% | -28.7% | +22.4% | -21.6% |
| 1Y | -18.3% | -38.1% | +19.8% | -36.7% |
| 3Y | +59.7% | -80.1% | +139.9% | -29.2% |
| All | -46.7% | -87.1% | +40.3% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling