+44.6%
SMCI vs FTNT
+140.8%
-96.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.8% | +9.0% | +7.9% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +6.6% | -3.0% | +9.6% | +7.4% |
| 3M | +25.4% | +7.6% | +17.8% | +21.2% |
| 6M | +26.1% | +87.0% | -60.8% | +0.7% |
| YTD | +37.0% | +96.5% | -59.5% | +7.3% |
| 1Y | -8.8% | +92.9% | -101.7% | -27.9% |
| 3Y | +44.6% | +139.8% | -95.3% | +51.1% |
| All | +44.6% | +140.8% | -96.2% | +51.1% |
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 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