+19,165.6%
SOXL vs FTNT
+9,475.0%
+9,690.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.0% | -9.1% | -9.1% |
| 7D | +8.5% | +1.6% | +6.9% | +6.7% |
| 30D | -13.0% | -1.9% | -11.1% | -12.1% |
| 3M | -35.9% | +14.4% | -50.3% | -44.5% |
| 6M | +112.1% | +88.7% | +23.4% | +3.3% |
| YTD | +175.4% | +100.0% | +75.4% | +24.2% |
| 1Y | +304.9% | +99.9% | +205.0% | +85.9% |
| 3Y | +448.6% | +147.9% | +300.6% | +87.5% |
| 5Y | +156.1% | +155.8% | +0.3% | -4.7% |
| 10Y | +4,957.3% | +2,121.1% | +2,836.2% | +253.5% |
| All | +19,165.6% | +9,475.0% | +9,690.5% | +196.1% |
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 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