+240.9%
FTNT vs SOXQ
+286.7%
-45.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -2.6% |
| 7D | -0.1% | +0.8% | -0.9% | -0.5% |
| 30D | -3.0% | -4.6% | +1.6% | -1.0% |
| 3M | +7.6% | -10.2% | +17.8% | +10.7% |
| 6M | +87.0% | +49.7% | +37.3% | +45.5% |
| YTD | +96.5% | +67.2% | +29.3% | +42.9% |
| 1Y | +92.9% | +98.0% | -5.1% | +26.7% |
| 3Y | +139.8% | +237.2% | -97.3% | +1.5% |
| 5Y | +151.3% | +261.3% | -110.0% | +2.0% |
| All | +240.9% | +286.7% | -45.8% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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