-16.5%
SLB vs FTNT
+1,827.4%
-1,843.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.1% | +0.4% |
| 7D | -3.7% | -3.0% | -0.7% | -3.2% |
| 30D | +2.9% | -37.1% | +40.0% | +11.1% |
| 3M | +0.2% | -23.3% | +23.5% | +4.0% |
| 6M | -4.4% | +7.4% | -11.8% | -7.3% |
| YTD | +33.4% | +54.2% | -20.8% | +19.3% |
| 1Y | +40.8% | +49.7% | -9.0% | +26.5% |
| 3Y | +3.2% | +146.6% | -143.4% | -19.3% |
| 5Y | +64.8% | +75.4% | -10.6% | +30.8% |
| All | -16.5% | +1,827.4% | -1,843.9% | -61.7% |
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