+9,303.7%
FTNT vs SAN
+110.4%
+9,193.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -5.8% | +1.8% | -7.6% | -6.3% |
| 30D | -4.8% | +2.0% | -6.8% | -5.4% |
| 3M | +4.4% | +19.7% | -15.3% | -0.7% |
| 6M | +88.8% | +30.6% | +58.1% | +74.1% |
| YTD | +96.8% | +28.8% | +68.0% | +81.2% |
| 1Y | +104.5% | +57.8% | +46.7% | +77.6% |
| 3Y | +156.8% | +338.1% | -181.4% | +64.9% |
| 5Y | +144.1% | +384.2% | -240.2% | +48.5% |
| 10Y | +2,021.8% | +353.2% | +1,668.6% | +1,125.3% |
| All | +9,303.7% | +110.4% | +9,193.3% | +6,467.9% |
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