+2,326.2%
SMH vs LITE
+4,637.9%
-2,311.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +1.3% |
| 7D | +2.5% | -1.5% | +4.0% | +3.0% |
| 30D | -0.5% | +6.7% | -7.1% | -3.4% |
| 3M | -9.6% | -6.8% | -2.9% | -9.4% |
| 6M | +42.1% | +29.4% | +12.6% | +23.4% |
| YTD | +57.4% | +139.1% | -81.6% | +9.1% |
| 1Y | +96.2% | +521.0% | -424.8% | -5.4% |
| 3Y | +267.9% | +1,535.3% | -1,267.4% | +19.2% |
| 5Y | +327.7% | +889.8% | -562.2% | +59.9% |
| 10Y | +1,764.6% | +2,400.7% | -636.1% | +464.7% |
| All | +2,326.2% | +4,637.9% | -2,311.7% | +617.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling