+1,493.1%
LITE vs SMTC
+333.2%
+1,159.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.4% | -2.2% |
| 7D | +10.8% | +11.0% | -0.3% | +4.8% |
| 30D | -33.4% | -28.5% | -4.9% | -19.6% |
| 3M | -32.2% | -14.2% | -18.0% | -25.8% |
| 6M | -42.1% | -18.0% | -24.1% | -35.0% |
| YTD | +61.9% | +55.5% | +6.4% | +31.1% |
| 1Y | +163.0% | +69.5% | +93.5% | +106.1% |
| 3Y | +1,358.0% | +699.7% | +658.4% | +363.2% |
| 5Y | +549.9% | +27.4% | +522.5% | +395.6% |
| All | +1,493.1% | +333.2% | +1,159.9% | +434.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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