+490.8%
LITE vs SMTC
+13.5%
+477.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +12.7% | -7.1% | -1.2% |
| 7D | -35.9% | -19.0% | -17.0% | -27.9% |
| 30D | -51.5% | -46.7% | -4.8% | -31.9% |
| 3M | -35.7% | -23.4% | -12.3% | -25.0% |
| 6M | -43.0% | -13.4% | -29.6% | -37.1% |
| YTD | +46.1% | +40.1% | +6.1% | +28.5% |
| 1Y | +124.7% | +47.7% | +77.0% | +95.2% |
| 3Y | +1,172.1% | +606.9% | +565.1% | +457.9% |
| All | +490.8% | +13.5% | +477.4% | +409.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling