+327.2%
SMH vs PANW
+320.3%
+6.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.3% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | -2.8% | -14.6% | +11.8% | +2.2% |
| 3M | -6.7% | +18.3% | -25.0% | -13.5% |
| 6M | +41.8% | +100.5% | -58.7% | +6.4% |
| YTD | +57.9% | +79.5% | -21.6% | +22.9% |
| 1Y | +87.6% | +66.7% | +20.9% | +50.4% |
| 3Y | +282.9% | +161.2% | +121.7% | +141.9% |
| All | +327.2% | +320.3% | +6.9% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 5y: compounded portfolio wealth divided by compounded PANW 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…
5y analysis · Full analysis span regression · 6 months rolling