Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FTNT vs SIMO✓SelectedUSD · SIMOFTNT vs SIMO performance historyLatest closeAs of-0.16%09/09
Stock and ETF performance explorer

FTNT vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,098.3%
SIMO return
+548.4%
Excess return
+1,549.9%
Maximum drawdown
-38.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-09 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D-0.2%+2.1%-2.2%-0.6%
7D+1.7%+14.5%-12.8%-1.4%
30D-4.3%+20.4%-24.7%-8.7%
3M+13.6%+7.1%+6.5%+8.5%
6M+87.6%+129.2%-41.7%+42.0%
YTD+98.0%+201.9%-104.0%+36.9%
1Y+96.9%+235.5%-138.6%+31.1%
3Y+145.4%+463.8%-318.5%+36.0%
5Y+153.0%+306.7%-153.7%+48.6%
10Y+2,098.3%+579.5%+1,518.8%+928.1%
All+2,098.3%+548.4%+1,549.9%+928.1%

Cumulative growth

Daily Returns

Daily percentage return beside SIMO.

Daily Out/Under-Performance

Portfolio return minus SIMO return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × SIMO 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SIMO 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…

2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling