-10.6%
SMH vs PEP
-3.5%
-7.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -2.4% |
| 7D | +12.1% | -0.3% | +12.4% | +11.7% |
| 30D | -14.7% | +11.8% | -26.4% | -2.3% |
| 3M | -14.2% | +3.7% | -17.9% | -10.2% |
| 6M | -10.6% | -4.3% | -6.3% | -13.4% |
| All | -10.6% | -3.5% | -7.1% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 6mo: compounded portfolio wealth divided by compounded PEP 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…
6mo analysis · Full analysis span regression · 6 months rolling