+1,563.7%
LITE vs SMTC
+463.0%
+1,100.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.2% | -5.2% | -1.0% |
| 7D | -1.5% | +12.7% | -14.3% | -7.9% |
| 30D | +6.7% | +22.0% | -15.3% | -4.3% |
| 3M | -6.8% | -12.7% | +5.9% | +0.1% |
| 6M | +29.4% | +64.8% | -35.3% | +0.3% |
| YTD | +139.1% | +100.7% | +38.4% | +69.0% |
| 1Y | +521.0% | +146.9% | +374.1% | +304.5% |
| All | +1,563.7% | +463.0% | +1,100.7% | +620.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling