+51.8%
FTNT vs SAN
+23.5%
+28.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | +0.7% |
| 7D | -25.7% | +4.5% | -30.2% | -25.8% |
| 30D | -29.7% | -12.1% | -17.6% | -29.4% |
| 3M | -23.1% | -15.6% | -7.6% | -22.8% |
| 6M | +45.0% | +5.8% | +39.2% | +44.6% |
| YTD | +62.9% | +5.5% | +57.5% | +61.8% |
| 1Y | +51.8% | +23.6% | +28.2% | +45.6% |
| All | +51.8% | +23.5% | +28.4% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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