+164.3%
SOXX vs LITE
+540.0%
-375.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.5% |
| 7D | -5.4% | -13.9% | +8.5% | -0.3% |
| 30D | -21.4% | -46.9% | +25.5% | -2.2% |
| 3M | -16.9% | -28.0% | +11.1% | -9.0% |
| 6M | -15.4% | -35.2% | +19.8% | -6.0% |
| YTD | +46.3% | +58.9% | -12.6% | +9.4% |
| 1Y | +46.1% | +125.3% | -79.2% | -7.7% |
| 3Y | +171.2% | +1,344.4% | -1,173.2% | -35.5% |
| All | +164.3% | +540.0% | -375.7% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling