+10.3%
SLV vs FTNT
+49.6%
-39.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +5.0% |
| 7D | -3.9% | -25.7% | +21.8% | +0.5% |
| 30D | -14.5% | -29.7% | +15.3% | -9.7% |
| 3M | -12.4% | -23.1% | +10.7% | -8.9% |
| 6M | -28.5% | +45.0% | -73.5% | -33.5% |
| YTD | -26.8% | +62.9% | -89.7% | -32.8% |
| 1Y | +10.3% | +51.8% | -41.5% | +2.2% |
| All | +10.3% | +49.6% | -39.2% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling