+2,101.8%
FTNT vs SIMO
+535.1%
+1,566.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | -0.6% |
| 7D | -2.7% | +14.6% | -17.3% | -5.7% |
| 30D | -1.4% | +6.2% | -7.6% | -3.5% |
| 3M | +10.1% | +3.6% | +6.5% | +6.0% |
| 6M | +88.2% | +130.8% | -42.6% | +42.0% |
| YTD | +98.3% | +195.8% | -97.5% | +37.7% |
| 1Y | +96.0% | +225.0% | -129.0% | +31.5% |
| 3Y | +145.8% | +452.3% | -306.5% | +36.8% |
| 5Y | +154.6% | +303.6% | -149.0% | +49.7% |
| All | +2,101.8% | +535.1% | +1,566.6% | +934.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling