+32.6%
SMH vs LITE
+121.0%
-88.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.0% | +2.1% |
| 7D | -11.2% | -35.9% | +24.7% | -1.1% |
| 30D | -25.8% | -51.5% | +25.8% | -11.9% |
| 3M | -18.8% | -35.7% | +16.9% | -10.8% |
| 6M | -15.6% | -43.0% | +27.4% | -6.5% |
| YTD | +28.8% | +46.1% | -17.3% | +19.0% |
| 1Y | +32.6% | +124.7% | -92.2% | +10.8% |
| All | +32.6% | +121.0% | -88.4% | +10.8% |
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