+2,072.5%
FTNT vs SHAK
+87.2%
+1,985.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -4.9% | -2.4% |
| 7D | -0.1% | -8.3% | +8.1% | +1.5% |
| 30D | -3.0% | -12.6% | +9.7% | -0.6% |
| 3M | +7.6% | +9.1% | -1.5% | +4.8% |
| 6M | +87.0% | -31.2% | +118.2% | +93.8% |
| YTD | +96.5% | -21.6% | +118.1% | +96.6% |
| 1Y | +92.9% | -38.8% | +131.7% | +104.0% |
| 3Y | +139.8% | +0.6% | +139.2% | +112.9% |
| 5Y | +151.3% | -22.5% | +173.9% | +125.9% |
| All | +2,072.5% | +87.2% | +1,985.3% | +1,319.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling