-32.3%
LITE vs SPCH
-56.4%
+24.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.9% | +15.6% | +11.9% |
| 7D | +3.4% | +3.4% | 0.0% | +2.6% |
| 30D | -34.9% | -31.3% | -3.6% | -30.3% |
| 3M | -21.0% | -4.0% | -17.0% | -20.2% |
| All | -32.3% | -56.4% | +24.1% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 10y: compounded portfolio wealth divided by compounded SPCH 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…
10y analysis · Full analysis span regression · Available span rolling