+1,885.3%
SMH vs LITE
+2,795.6%
-910.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.0% | +1.8% |
| 7D | -11.2% | -35.9% | +24.7% | +1.4% |
| 30D | -25.8% | -51.5% | +25.8% | -7.9% |
| 3M | -18.8% | -35.7% | +16.9% | -9.3% |
| 6M | -15.6% | -43.0% | +27.4% | -4.4% |
| YTD | +28.8% | +46.1% | -17.3% | +2.3% |
| 1Y | +32.6% | +124.7% | -92.2% | -10.7% |
| 3Y | +213.6% | +1,172.1% | -958.4% | +8.1% |
| 5Y | +222.4% | +477.0% | -254.6% | +40.2% |
| 10Y | +1,429.6% | +1,465.7% | -36.0% | +429.5% |
| All | +1,885.3% | +2,795.6% | -910.4% | +572.5% |
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 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