+141.6%
FTNT vs SMTC
+565.9%
-424.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | +1.7% | +22.5% | -20.7% | -0.6% |
| 30D | -4.3% | +24.9% | -29.1% | -7.0% |
| 3M | +13.6% | +4.1% | +9.5% | +11.7% |
| 6M | +87.6% | +92.6% | -5.0% | +70.1% |
| YTD | +98.0% | +122.5% | -24.5% | +75.9% |
| 1Y | +96.9% | +166.2% | -69.3% | +70.4% |
| All | +141.6% | +565.9% | -424.3% | +85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling