+29.4%
LITE vs SMTC
+56.1%
-26.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.2% | -5.2% | -3.0% |
| 7D | -1.5% | +12.7% | -14.3% | -10.4% |
| 30D | +6.7% | +22.0% | -15.3% | -9.0% |
| 3M | -6.8% | -12.7% | +5.9% | +0.2% |
| 6M | +29.4% | +64.8% | -35.3% | -13.5% |
| All | +29.4% | +56.1% | -26.6% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling