+1,499.9%
LITE vs SMTC
+337.3%
+1,162.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -0.4% |
| 7D | -13.9% | -10.9% | -3.0% | -8.1% |
| 30D | -46.9% | -39.4% | -7.5% | -29.8% |
| 3M | -28.0% | -13.5% | -14.5% | -21.4% |
| 6M | -35.2% | -6.8% | -28.4% | -31.7% |
| YTD | +58.9% | +54.0% | +4.9% | +29.1% |
| 1Y | +125.3% | +50.8% | +74.5% | +87.1% |
| 3Y | +1,344.4% | +677.3% | +667.1% | +365.0% |
| 5Y | +541.2% | +28.7% | +512.4% | +384.8% |
| All | +1,499.9% | +337.3% | +1,162.6% | +452.2% |
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