+2,098.3%
FTNT vs SIMO
+548.4%
+1,549.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 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