+702.2%
LITE vs SOXQ
+245.8%
+456.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.7% | +5.0% | +4.7% |
| 7D | +3.4% | +2.9% | +0.5% | +1.9% |
| 30D | -34.9% | -13.6% | -21.3% | -22.1% |
| 3M | -21.0% | -12.5% | -8.5% | -5.1% |
| 6M | -38.5% | -12.4% | -26.1% | -25.7% |
| YTD | +75.8% | +49.6% | +26.3% | +29.8% |
| 1Y | +156.7% | +52.0% | +104.7% | +89.6% |
| 3Y | +1,498.6% | +199.1% | +1,299.5% | +628.4% |
| 5Y | +610.9% | +192.6% | +418.3% | +218.7% |
| All | +702.2% | +245.8% | +456.4% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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