+2,941.1%
SHOP vs FTNT
+2,134.8%
+806.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.8% |
| 7D | -13.2% | +1.6% | -14.8% | -14.1% |
| 30D | -17.0% | -1.9% | -15.2% | -16.6% |
| 3M | +17.0% | +14.4% | +2.6% | +5.0% |
| 6M | -2.1% | +88.7% | -90.8% | -38.7% |
| YTD | -21.4% | +100.0% | -121.4% | -52.9% |
| 1Y | -11.0% | +99.9% | -110.8% | -46.7% |
| 3Y | +100.9% | +147.9% | -47.0% | -0.6% |
| 5Y | -14.7% | +155.8% | -170.5% | -60.5% |
| All | +2,941.1% | +2,134.8% | +806.3% | +329.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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