-37.6%
SMCI vs LITE
+233.7%
-271.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.9% | +2.2% | -3.5% |
| 7D | -17.3% | -31.4% | +14.1% | -8.3% |
| 30D | -31.5% | -42.6% | +11.1% | -20.5% |
| 3M | -6.6% | -26.2% | +19.6% | +0.9% |
| 6M | +6.0% | -35.8% | +41.8% | +15.2% |
| YTD | +1.1% | +70.0% | -68.9% | -3.1% |
| 1Y | -37.6% | +232.7% | -270.3% | -42.6% |
| All | -37.6% | +233.7% | -271.3% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 1y: compounded portfolio wealth divided by compounded LITE 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…
1y analysis · Full analysis span regression · 6 months rolling