+1,253.2%
SMH vs PEP
+588.9%
+664.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.9% |
| 7D | +2.5% | -1.4% | +3.9% | +3.1% |
| 30D | -0.5% | +0.2% | -0.7% | -0.7% |
| 3M | -9.6% | -1.1% | -8.5% | -10.2% |
| 6M | +42.1% | -13.5% | +55.6% | +48.6% |
| YTD | +57.4% | -1.2% | +58.6% | +55.1% |
| 1Y | +96.2% | -1.6% | +97.8% | +92.4% |
| 3Y | +267.9% | -12.5% | +280.4% | +269.4% |
| 5Y | +327.7% | +3.0% | +324.6% | +295.1% |
| 10Y | +1,764.6% | +73.9% | +1,690.7% | +1,262.7% |
| All | +1,253.2% | +588.9% | +664.3% | +607.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling