+1,864.9%
SOXX vs LITE
+4,637.9%
-2,773.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +2.2% |
| 7D | +2.2% | -1.5% | +3.7% | +2.7% |
| 30D | -2.0% | +6.7% | -8.7% | -5.0% |
| 3M | -13.7% | -6.8% | -7.0% | -13.0% |
| 6M | +52.4% | +29.4% | +22.9% | +32.8% |
| YTD | +72.8% | +139.1% | -66.3% | +19.4% |
| 1Y | +113.9% | +521.0% | -407.1% | +2.0% |
| 3Y | +210.7% | +1,535.3% | -1,324.5% | -1.7% |
| 5Y | +244.6% | +889.8% | -645.2% | +26.6% |
| 10Y | +1,468.0% | +2,400.7% | -932.7% | +362.1% |
| All | +1,864.9% | +4,637.9% | -2,773.1% | +464.0% |
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 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