+51.8%
FTNT vs SHAK
-21.2%
+73.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +1.9% |
| 7D | -25.7% | +8.3% | -34.0% | -24.1% |
| 30D | -29.7% | +16.7% | -46.4% | -27.1% |
| 3M | -23.1% | +10.0% | -33.1% | -21.0% |
| 6M | +45.0% | -23.8% | +68.8% | +38.3% |
| YTD | +62.9% | -10.3% | +73.2% | +52.7% |
| 1Y | +51.8% | -22.9% | +74.7% | +48.0% |
| All | +51.8% | -21.2% | +73.1% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling