+135.1%
FTNT vs SMR
+1.6%
+133.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.4% |
| 7D | +1.6% | +4.7% | -3.1% | +1.2% |
| 30D | -1.9% | +3.2% | -5.1% | -2.3% |
| 3M | +14.4% | +9.9% | +4.5% | +13.0% |
| 6M | +88.7% | -15.1% | +103.8% | +87.9% |
| YTD | +100.0% | -27.9% | +128.0% | +100.2% |
| 1Y | +99.9% | -70.2% | +170.1% | +110.7% |
| 3Y | +147.9% | +72.5% | +75.5% | +121.5% |
| All | +135.1% | +1.6% | +133.5% | +120.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling