+9,303.7%
FTNT vs SIMO
+11,450.2%
-2,146.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -1.8% |
| 7D | -5.8% | +4.2% | -10.1% | -6.7% |
| 30D | -4.8% | +4.1% | -8.9% | -6.4% |
| 3M | +4.4% | -12.9% | +17.3% | +4.5% |
| 6M | +88.8% | +110.3% | -21.6% | +51.7% |
| YTD | +96.8% | +178.6% | -81.8% | +47.1% |
| 1Y | +104.5% | +220.0% | -115.5% | +47.3% |
| 3Y | +156.8% | +409.0% | -252.3% | +62.9% |
| 5Y | +144.1% | +277.3% | -133.3% | +60.7% |
| 10Y | +2,021.8% | +506.6% | +1,515.2% | +1,097.8% |
| All | +9,303.7% | +11,450.2% | -2,146.5% | +2,812.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling