+51.4%
SOXX vs FTNT
+88.4%
-37.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.8% | -2.9% |
| 7D | +3.0% | +1.6% | +1.4% | +2.8% |
| 30D | -3.1% | -1.9% | -1.3% | -2.9% |
| 3M | -4.4% | +14.4% | -18.8% | -4.6% |
| All | +51.4% | +88.4% | -37.0% | +60.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling