+36.3%
SMH vs LITE
+132.2%
-95.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.7% | -5.6% | +2.2% |
| 7D | -4.1% | -12.9% | +8.8% | -0.9% |
| 30D | -19.2% | -46.0% | +26.8% | -6.8% |
| 3M | -16.4% | -33.0% | +16.7% | -9.3% |
| 6M | -14.0% | -34.0% | +20.1% | -8.0% |
| YTD | +35.3% | +61.7% | -26.4% | +22.3% |
| All | +36.3% | +132.2% | -95.9% | +13.9% |
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