+1,475.7%
SMH vs LITE
+1,530.1%
-54.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -1.5% |
| 7D | +4.9% | +10.8% | -5.9% | +1.2% |
| 30D | -13.8% | -33.4% | +19.6% | -2.4% |
| 3M | -17.4% | -32.2% | +14.9% | -8.4% |
| 6M | -15.0% | -42.1% | +27.1% | -3.2% |
| YTD | +35.2% | +61.9% | -26.7% | +0.9% |
| 1Y | +41.6% | +163.0% | -121.4% | -13.4% |
| 3Y | +215.6% | +1,358.0% | -1,142.4% | -8.4% |
| 5Y | +233.2% | +549.9% | -316.7% | +26.9% |
| All | +1,475.7% | +1,530.1% | -54.4% | +355.2% |
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 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