+9,374.7%
FTNT vs SHEL
+250.4%
+9,124.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | -0.1% |
| 7D | -2.7% | +1.9% | -4.6% | -3.4% |
| 30D | -1.4% | +8.7% | -10.0% | -4.3% |
| 3M | +10.1% | +11.0% | -0.9% | +5.7% |
| 6M | +88.2% | +14.6% | +73.6% | +77.9% |
| YTD | +98.3% | +33.3% | +65.0% | +76.9% |
| 1Y | +96.0% | +37.9% | +58.1% | +72.3% |
| 3Y | +145.8% | +69.7% | +76.0% | +98.5% |
| 5Y | +154.6% | +190.2% | -35.5% | +62.7% |
| 10Y | +2,063.6% | +197.0% | +1,866.6% | +1,135.0% |
| All | +9,374.7% | +250.4% | +9,124.3% | +4,500.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling