+1,016.5%
SMCI vs LITE
+2,795.6%
-1,779.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.7% | +0.5% | +4.3% |
| 7D | -12.7% | -35.9% | +23.2% | +0.4% |
| 30D | -36.0% | -51.5% | +15.5% | -19.6% |
| 3M | -2.1% | -35.7% | +33.6% | +11.2% |
| 6M | -17.0% | -43.0% | +25.9% | -4.8% |
| YTD | -1.7% | +46.1% | -47.9% | -19.5% |
| 1Y | -28.7% | +124.7% | -153.4% | -50.2% |
| 3Y | +13.9% | +1,172.1% | -1,158.2% | -57.6% |
| 5Y | +517.4% | +477.0% | +40.4% | +179.5% |
| 10Y | +1,204.3% | +1,465.7% | -261.4% | +393.0% |
| All | +1,016.5% | +2,795.6% | -1,779.2% | +318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling