+4,921.3%
SOXL vs FTNT
+2,095.7%
+2,825.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +7.2% |
| 7D | +3.9% | -0.1% | +4.0% | +3.8% |
| 30D | -14.3% | -3.0% | -11.3% | -12.5% |
| 3M | -45.6% | +7.6% | -53.2% | -51.2% |
| 6M | +117.2% | +87.0% | +30.2% | -5.8% |
| YTD | +189.8% | +96.5% | +93.3% | +15.6% |
| 1Y | +317.7% | +92.9% | +224.8% | +73.5% |
| 3Y | +478.6% | +139.8% | +338.8% | +61.2% |
| 5Y | +169.5% | +151.3% | +18.2% | -25.8% |
| All | +4,921.3% | +2,095.7% | +2,825.6% | +47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling