+990.8%
LITE vs SOXQ
+283.8%
+707.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.4% | +0.6% | +0.7% |
| 7D | -1.5% | +2.3% | -3.9% | -3.7% |
| 30D | +6.7% | -2.3% | +8.9% | +10.4% |
| 3M | -6.8% | -13.8% | +7.0% | +9.8% |
| 6M | +29.4% | +48.6% | -19.2% | -8.5% |
| YTD | +139.1% | +66.0% | +73.1% | +52.8% |
| 1Y | +521.0% | +107.9% | +413.1% | +234.6% |
| 3Y | +1,535.3% | +224.1% | +1,311.1% | +555.0% |
| 5Y | +889.8% | +256.6% | +633.2% | +267.2% |
| All | +990.8% | +283.8% | +707.0% | +295.2% |
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