+161.2%
PANW vs SMTC
+579.3%
-418.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.1% | -7.4% | -2.9% |
| 7D | -0.8% | +13.1% | -13.9% | -2.3% |
| 30D | -14.6% | +19.5% | -34.0% | -16.7% |
| 3M | +18.3% | +2.2% | +16.0% | +16.4% |
| 6M | +100.5% | +94.9% | +5.6% | +80.7% |
| YTD | +79.5% | +127.0% | -47.4% | +58.0% |
| 1Y | +66.7% | +174.6% | -107.9% | +42.4% |
| 3Y | +161.2% | +615.9% | -454.7% | +88.8% |
| All | +161.2% | +579.3% | -418.0% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 3y: compounded portfolio wealth divided by compounded SMTC 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…
3y analysis · Full analysis span regression · 6 months rolling