+1,523.4%
SMH vs LITE
+1,770.3%
-246.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.7% | -5.8% | +1.2% |
| 7D | +0.5% | +3.4% | -2.9% | -0.9% |
| 30D | -14.2% | -34.9% | +20.7% | -2.2% |
| 3M | -11.5% | -21.0% | +9.5% | -7.2% |
| 6M | -12.0% | -38.5% | +26.4% | -2.0% |
| YTD | +40.8% | +75.8% | -35.0% | +2.2% |
| 1Y | +44.9% | +156.7% | -111.8% | -10.5% |
| 3Y | +226.7% | +1,498.6% | -1,271.8% | -8.0% |
| 5Y | +250.6% | +610.9% | -360.3% | +29.6% |
| 10Y | +1,523.4% | +1,670.7% | -147.3% | +354.0% |
| All | +1,523.4% | +1,770.3% | -246.9% | +354.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling