+68.5%
LITE vs SNXX
+19.6%
+48.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.6% | +4.0% | -1.6% |
| 7D | +22.6% | +31.1% | -8.5% | +14.0% |
| 30D | -36.8% | -66.1% | +29.3% | -20.3% |
| 3M | -33.0% | -63.4% | +30.4% | -19.7% |
| 6M | -37.1% | -80.6% | +43.6% | -24.6% |
| All | +68.5% | +19.6% | +48.9% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling