+113.9%
SOXX vs FTNT
+104.9%
+9.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +2.2% | -5.8% | +8.1% | +3.3% |
| 30D | -2.0% | -4.8% | +2.7% | -1.3% |
| 3M | -13.7% | +4.4% | -18.1% | -14.4% |
| 6M | +52.4% | +88.8% | -36.4% | +41.1% |
| YTD | +72.8% | +96.8% | -24.0% | +57.4% |
| 1Y | +113.9% | +104.5% | +9.4% | +100.5% |
| All | +113.9% | +104.9% | +9.0% | +100.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling