+155.0%
SLV vs FTNT
+7,168.8%
-7,013.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.9% |
| 3M | -21.8% | -24.7% | +3.0% | -20.1% |
| 6M | -36.3% | +8.3% | -44.7% | -37.0% |
| YTD | -27.8% | +55.6% | -83.5% | -31.0% |
| 1Y | +1.5% | +50.2% | -48.7% | -2.6% |
| 3Y | +128.5% | +143.2% | -14.6% | +108.0% |
| 5Y | +103.2% | +85.5% | +17.8% | +85.2% |
| 10Y | +164.7% | +1,868.3% | -1,703.6% | +95.3% |
| All | +155.0% | +7,168.8% | -7,013.9% | +41.3% |
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