+2,072.5%
FTNT vs SMTC
+548.2%
+1,524.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -6.8% | -3.0% |
| 7D | -0.1% | +13.1% | -13.2% | -3.2% |
| 30D | -3.0% | +19.5% | -22.4% | -8.1% |
| 3M | +7.6% | +2.2% | +5.3% | +3.8% |
| 6M | +87.0% | +94.9% | -7.9% | +49.4% |
| YTD | +96.5% | +127.0% | -30.4% | +49.5% |
| 1Y | +92.9% | +174.6% | -81.6% | +37.5% |
| 3Y | +139.8% | +615.9% | -476.1% | +4.0% |
| 5Y | +151.3% | +125.6% | +25.7% | +66.8% |
| All | +2,072.5% | +548.2% | +1,524.2% | +836.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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