+327.2%
SMH vs FTNT
+151.3%
+175.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.2% | +2.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -2.8% | -3.0% | +0.2% | -2.1% |
| 3M | -6.7% | +7.6% | -14.3% | -9.6% |
| 6M | +41.8% | +87.0% | -45.2% | +12.2% |
| YTD | +57.9% | +96.5% | -38.7% | +22.1% |
| 1Y | +87.6% | +92.9% | -5.3% | +46.0% |
| 3Y | +282.9% | +139.8% | +143.1% | +164.0% |
| All | +327.2% | +151.3% | +175.9% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling