+1,817.6%
SMH vs PEG
+148.0%
+1,669.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.3% | -0.9% | +1.2% | +0.6% |
| 30D | -2.8% | -3.7% | +0.9% | -1.4% |
| 3M | -6.7% | -7.3% | +0.6% | -4.2% |
| 6M | +41.8% | -10.5% | +52.2% | +47.3% |
| YTD | +57.9% | -7.5% | +65.4% | +61.6% |
| 1Y | +87.6% | -8.7% | +96.4% | +92.7% |
| 3Y | +282.9% | +31.4% | +251.6% | +236.9% |
| 5Y | +330.4% | +37.8% | +292.6% | +266.6% |
| All | +1,817.6% | +148.0% | +1,669.6% | +1,215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling