+51.8%
FTNT vs SMR
-87.0%
+138.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +1.3% |
| 7D | -25.7% | -9.5% | -16.1% | -25.2% |
| 30D | -29.7% | -33.2% | +3.5% | -27.9% |
| 3M | -23.1% | -45.9% | +22.8% | -20.3% |
| 6M | +45.0% | -57.9% | +102.9% | +51.6% |
| YTD | +62.9% | -63.8% | +126.7% | +68.8% |
| 1Y | +51.8% | -85.6% | +137.4% | +74.6% |
| All | +51.8% | -87.0% | +138.8% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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