+228.1%
SLV vs FTNT
+9,093.5%
-8,865.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -5.8% | +5.5% | +0.2% |
| 30D | +6.7% | -4.8% | +11.5% | +7.1% |
| 3M | -10.7% | +4.4% | -15.1% | -11.1% |
| 6M | -20.6% | +88.8% | -109.4% | -25.1% |
| YTD | -7.1% | +96.8% | -104.0% | -12.7% |
| 1Y | +62.0% | +104.5% | -42.5% | +51.7% |
| 3Y | +169.8% | +156.8% | +13.1% | +144.7% |
| 5Y | +161.5% | +144.1% | +17.4% | +133.1% |
| 10Y | +224.4% | +2,021.8% | -1,797.4% | +138.0% |
| All | +228.1% | +9,093.5% | -8,865.4% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling