+37.5%
LITE vs SNXX
+428.5%
-390.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +23.4% | -19.4% | -1.6% |
| 7D | -1.5% | +34.9% | -36.4% | -8.9% |
| 30D | +6.7% | +52.5% | -45.9% | -6.2% |
| 3M | -6.8% | -41.3% | +34.6% | -10.7% |
| All | +37.5% | +428.5% | -390.9% | -36.9% |
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