+1,507.2%
SOXX vs LITE
+2,500.6%
-993.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.6% | -0.8% |
| 7D | +3.0% | +10.4% | -7.4% | -0.7% |
| 30D | -3.1% | +14.0% | -17.2% | -8.5% |
| 3M | -4.4% | +9.7% | -14.1% | -9.1% |
| 6M | +52.9% | +39.2% | +13.6% | +28.8% |
| YTD | +72.0% | +153.9% | -81.9% | +12.5% |
| 1Y | +105.1% | +467.5% | -362.4% | -5.0% |
| 3Y | +220.6% | +1,784.2% | -1,563.6% | -14.0% |
| 5Y | +244.8% | +990.3% | -745.5% | +11.4% |
| All | +1,507.2% | +2,500.6% | -993.4% | +293.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling