+175.8%
SLV vs FTNT
+1,887.8%
-1,712.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.0% |
| 7D | -5.8% | +7.1% | -12.9% | -6.5% |
| 30D | -12.1% | -30.9% | +18.8% | -9.2% |
| 3M | -24.1% | -23.1% | -1.0% | -22.5% |
| 6M | -44.4% | +8.1% | -52.5% | -45.0% |
| YTD | -31.5% | +60.2% | -91.7% | -34.8% |
| 1Y | -6.9% | +57.0% | -63.9% | -11.3% |
| 3Y | +116.0% | +152.9% | -36.9% | +94.8% |
| 5Y | +88.4% | +85.9% | +2.5% | +70.4% |
| All | +175.8% | +1,887.8% | -1,712.0% | +106.2% |
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 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