+139.8%
FTNT vs SHEL
+70.5%
+69.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -0.1% | +4.1% | -4.3% | -1.0% |
| 30D | -3.0% | +8.4% | -11.3% | -4.8% |
| 3M | +7.6% | +13.7% | -6.1% | +4.4% |
| 6M | +87.0% | +12.7% | +74.3% | +81.3% |
| YTD | +96.5% | +35.3% | +61.2% | +78.5% |
| 1Y | +92.9% | +39.4% | +53.6% | +73.0% |
| 3Y | +139.8% | +71.5% | +68.4% | +97.6% |
| All | +139.8% | +70.5% | +69.4% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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