+219.9%
SLV vs FTNT
+2,095.7%
-1,875.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.2% |
| 7D | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | -1.6% | -3.0% | +1.4% | -1.4% |
| 3M | -4.4% | +7.6% | -12.0% | -5.2% |
| 6M | -25.4% | +87.0% | -112.4% | -29.8% |
| YTD | -9.8% | +96.5% | -106.3% | -15.5% |
| 1Y | +53.8% | +92.9% | -39.1% | +44.2% |
| 3Y | +174.7% | +139.8% | +34.8% | +149.6% |
| 5Y | +164.3% | +151.3% | +13.0% | +132.8% |
| All | +219.9% | +2,095.7% | -1,875.8% | +145.1% |
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