+5,083.3%
SMH vs FTNT
+9,162.9%
-4,079.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | +5.2% | -2.7% | +7.9% | +6.1% |
| 30D | -1.5% | -1.4% | -0.2% | -1.4% |
| 3M | -4.1% | +10.1% | -14.2% | -7.5% |
| 6M | +50.8% | +88.2% | -37.4% | +20.8% |
| YTD | +59.3% | +98.3% | -39.0% | +25.0% |
| 1Y | +94.1% | +96.0% | -1.9% | +52.7% |
| 3Y | +286.7% | +145.8% | +140.9% | +171.7% |
| 5Y | +339.4% | +154.6% | +184.8% | +191.5% |
| 10Y | +1,803.3% | +2,063.6% | -260.4% | +574.2% |
| All | +5,083.3% | +9,162.9% | -4,079.7% | +1,056.0% |
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