+29.4%
LITE vs SNPS
-7.4%
+36.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.4% | +9.4% | +7.2% |
| 7D | -1.5% | -11.0% | +9.5% | +5.4% |
| 30D | +6.7% | -1.7% | +8.4% | +7.3% |
| 3M | -6.8% | -20.4% | +13.6% | +7.6% |
| 6M | +29.4% | -8.6% | +38.1% | +48.7% |
| All | +29.4% | -7.4% | +36.8% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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