+162.8%
FTNT vs SHAK
-22.8%
+185.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -4.9% | -2.3% |
| 7D | -0.1% | -8.3% | +8.1% | +1.4% |
| 30D | -3.0% | -12.6% | +9.7% | -0.7% |
| 3M | +7.6% | +9.1% | -1.5% | +4.8% |
| 6M | +87.0% | -31.2% | +118.2% | +93.5% |
| YTD | +96.5% | -21.6% | +118.1% | +95.1% |
| 1Y | +92.9% | -38.8% | +131.7% | +104.5% |
| 3Y | +139.8% | +0.6% | +139.2% | +101.2% |
| All | +162.8% | -22.8% | +185.6% | +132.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling