+257.3%
SOXX vs LITE
+1,022.2%
-764.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | +6.1% | +13.6% | -7.5% | +1.1% |
| 30D | +0.5% | +21.6% | -21.1% | -7.4% |
| 3M | -5.3% | +20.3% | -25.7% | -13.2% |
| 6M | +58.3% | +54.4% | +4.0% | +27.7% |
| YTD | +76.8% | +168.3% | -91.5% | +11.2% |
| 1Y | +114.6% | +551.8% | -437.2% | -11.5% |
| 3Y | +229.6% | +1,891.5% | -1,661.9% | -26.9% |
| 5Y | +257.3% | +1,014.7% | -757.4% | +10.0% |
| All | +257.3% | +1,022.2% | -764.9% | +10.0% |
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