+240.5%
SMH vs LITE
+545.8%
-305.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -6.7% | -13.9% | +7.2% | -2.2% |
| 30D | -19.8% | -46.9% | +27.1% | -2.1% |
| 3M | -15.1% | -28.0% | +13.0% | -8.0% |
| 6M | -14.6% | -35.2% | +20.6% | -6.9% |
| YTD | +34.3% | +58.9% | -24.6% | -0.3% |
| 1Y | +35.2% | +125.3% | -90.1% | -14.8% |
| 3Y | +211.7% | +1,344.4% | -1,132.7% | -24.2% |
| 5Y | +240.5% | +541.2% | -300.7% | +32.0% |
| All | +240.5% | +545.8% | -305.3% | +32.0% |
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