-42.1%
LITE vs SNXX
-84.2%
+42.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -11.6% | +7.1% | -1.2% |
| 7D | +10.8% | +8.5% | +2.3% | +7.8% |
| 30D | -33.4% | -66.5% | +33.1% | -14.7% |
| 3M | -32.2% | -74.6% | +42.4% | -9.4% |
| 6M | -42.1% | -82.8% | +40.7% | -28.1% |
| All | -42.1% | -84.2% | +42.1% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNXX.
Daily Out/Under-Performance
Portfolio return minus SNXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNXX 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 SNXX 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