+96.9%
FTNT vs SIMO
+234.0%
-137.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -0.3% |
| 7D | +1.7% | +14.5% | -12.8% | +0.9% |
| 30D | -4.3% | +20.4% | -24.7% | -5.5% |
| 3M | +13.6% | +7.1% | +6.5% | +12.3% |
| 6M | +87.6% | +129.2% | -41.7% | +69.0% |
| YTD | +98.0% | +201.9% | -104.0% | +67.3% |
| 1Y | +96.9% | +235.5% | -138.6% | +61.3% |
| All | +96.9% | +234.0% | -137.0% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling