+107.5%
SOXX vs FTNT
+95.0%
+12.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.6% | +2.2% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -3.6% | -3.0% | -0.6% | -3.1% |
| 3M | -10.2% | +7.6% | -17.7% | -11.2% |
| 6M | +54.2% | +87.0% | -32.7% | +43.3% |
| YTD | +75.2% | +96.5% | -21.3% | +59.6% |
| 1Y | +107.5% | +92.9% | +14.6% | +92.3% |
| All | +107.5% | +95.0% | +12.5% | +92.3% |
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