+114.6%
SOXX vs LITE
+563.7%
-449.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | +6.1% | +13.6% | -7.5% | +2.3% |
| 30D | +0.5% | +21.6% | -21.1% | -5.4% |
| 3M | -5.3% | +20.3% | -25.7% | -11.2% |
| 6M | +58.3% | +54.4% | +4.0% | +38.5% |
| YTD | +76.8% | +168.3% | -91.5% | +36.7% |
| 1Y | +114.6% | +551.8% | -437.2% | +30.0% |
| All | +114.6% | +563.7% | -449.1% | +30.0% |
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 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