+7,335.0%
FTNT vs SIMO
+7,543.2%
-208.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.2% |
| 7D | -3.5% | -16.0% | +12.5% | -0.6% |
| 30D | -36.5% | -35.8% | -0.8% | -31.7% |
| 3M | -24.7% | -26.5% | +1.7% | -22.4% |
| 6M | +8.3% | -33.0% | +41.3% | +10.7% |
| YTD | +55.6% | +84.3% | -28.7% | +23.1% |
| 1Y | +50.2% | +82.0% | -31.8% | +19.0% |
| 3Y | +143.2% | +218.5% | -75.3% | +65.5% |
| 5Y | +85.5% | +175.0% | -89.6% | +26.8% |
| 10Y | +1,868.3% | +407.5% | +1,460.8% | +1,034.9% |
| All | +7,335.0% | +7,543.2% | -208.2% | +2,338.2% |
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