+2,072.5%
FTNT vs SAN
+357.1%
+1,715.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.0% | -2.3% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | -3.0% | +0.9% | -3.9% | -3.3% |
| 3M | +7.6% | +19.1% | -11.5% | +2.7% |
| 6M | +87.0% | +33.2% | +53.8% | +72.4% |
| YTD | +96.5% | +29.1% | +67.4% | +81.6% |
| 1Y | +92.9% | +50.2% | +42.7% | +70.9% |
| 3Y | +139.8% | +351.0% | -211.2% | +55.4% |
| 5Y | +151.3% | +394.7% | -243.3% | +54.0% |
| All | +2,072.5% | +357.1% | +1,715.4% | +1,246.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling