+41.6%
SMH vs LITE
+140.5%
-98.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -1.8% |
| 7D | +4.9% | +10.8% | -5.9% | +2.0% |
| 30D | -13.8% | -33.4% | +19.6% | -5.4% |
| 3M | -17.4% | -32.2% | +14.9% | -10.4% |
| 6M | -15.0% | -42.1% | +27.1% | -7.0% |
| YTD | +35.2% | +61.9% | -26.7% | +23.2% |
| 1Y | +41.6% | +163.0% | -121.4% | +15.5% |
| All | +41.6% | +140.5% | -98.9% | +15.5% |
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