+128.5%
SLV vs FTNT
+147.1%
-18.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.5% |
| 7D | +3.7% | -3.5% | +7.2% | +4.0% |
| 30D | -15.2% | -36.5% | +21.4% | -11.4% |
| 3M | -21.8% | -24.7% | +3.0% | -19.7% |
| 6M | -36.3% | +8.3% | -44.7% | -36.8% |
| YTD | -27.8% | +55.6% | -83.5% | -30.5% |
| 1Y | +1.5% | +50.2% | -48.7% | -2.0% |
| 3Y | +128.5% | +143.2% | -14.6% | +124.2% |
| All | +128.5% | +147.1% | -18.6% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling