+7,554.6%
FTNT vs SAN
+74.2%
+7,480.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +7.1% | +4.0% | +3.0% | +5.9% |
| 30D | -30.9% | -7.8% | -23.1% | -29.5% |
| 3M | -23.1% | -16.4% | -6.7% | -19.7% |
| 6M | +8.1% | +3.5% | +4.6% | +6.3% |
| YTD | +60.2% | +6.7% | +53.5% | +54.5% |
| 1Y | +57.0% | +14.5% | +42.5% | +48.4% |
| 3Y | +152.9% | +243.5% | -90.6% | +73.1% |
| 5Y | +85.9% | +296.2% | -210.3% | +19.2% |
| 10Y | +1,896.5% | +268.5% | +1,628.0% | +1,118.0% |
| All | +7,554.6% | +74.2% | +7,480.4% | +5,500.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling