+113.9%
SOXX vs LITE
+543.3%
-429.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +2.4% |
| 7D | +2.2% | -1.5% | +3.7% | +2.6% |
| 30D | -2.0% | +6.7% | -8.7% | -4.4% |
| 3M | -13.7% | -6.8% | -7.0% | -13.7% |
| 6M | +52.4% | +29.4% | +22.9% | +39.0% |
| YTD | +72.8% | +139.1% | -66.3% | +38.1% |
| 1Y | +113.9% | +521.0% | -407.1% | +33.3% |
| All | +113.9% | +543.3% | -429.3% | +33.3% |
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