+216.7%
SMH vs LITE
+477.4%
-260.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.0% | +1.7% |
| 7D | -11.2% | -35.9% | +24.7% | +2.3% |
| 30D | -25.8% | -51.5% | +25.8% | -6.5% |
| 3M | -18.8% | -35.7% | +16.9% | -8.7% |
| 6M | -15.6% | -43.0% | +27.4% | -3.8% |
| YTD | +28.8% | +46.1% | -17.3% | -1.5% |
| 1Y | +32.6% | +124.7% | -92.2% | -16.9% |
| 3Y | +213.6% | +1,172.1% | -958.4% | -20.0% |
| All | +216.7% | +477.4% | -260.7% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling