+90.1%
FTNT vs SAN
+300.6%
-210.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | -1.0% | +3.4% | -4.4% | -1.9% |
| 30D | -33.6% | -6.3% | -27.3% | -32.6% |
| 3M | -20.9% | -14.1% | -6.8% | -18.0% |
| 6M | +11.0% | +4.2% | +6.8% | +8.8% |
| YTD | +61.3% | +9.0% | +52.3% | +54.1% |
| 1Y | +53.1% | +18.8% | +34.4% | +42.2% |
| 3Y | +152.1% | +252.0% | -100.0% | +60.3% |
| 5Y | +90.1% | +299.5% | -209.3% | +11.8% |
| All | +90.1% | +300.6% | -210.4% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling