+1,594.0%
SOXX vs LITE
+3,107.6%
-1,513.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.8% | -2.2% |
| 7D | +9.4% | +10.8% | -1.4% | +5.6% |
| 30D | -13.8% | -33.4% | +19.7% | -2.1% |
| 3M | -18.6% | -32.2% | +13.6% | -9.3% |
| 6M | -15.1% | -42.1% | +27.0% | -2.4% |
| YTD | +49.0% | +61.9% | -12.9% | +15.2% |
| 1Y | +55.3% | +163.0% | -107.7% | -0.3% |
| 3Y | +179.0% | +1,358.0% | -1,179.0% | -9.4% |
| 5Y | +166.5% | +549.9% | -383.4% | +10.7% |
| 10Y | +1,203.0% | +1,530.1% | -327.1% | +330.9% |
| All | +1,594.0% | +3,107.6% | -1,513.6% | +444.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling