+51.8%
FTNT vs SAP
-5.6%
+57.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -0.6% |
| 7D | -25.7% | +1.3% | -27.0% | -26.0% |
| 30D | -29.7% | +15.5% | -45.3% | -33.4% |
| 3M | -23.1% | +22.8% | -45.9% | -28.4% |
| 6M | +45.0% | +42.5% | +2.5% | +28.8% |
| YTD | +62.9% | +0.5% | +62.4% | +61.5% |
| 1Y | +51.8% | -5.9% | +57.8% | +58.8% |
| All | +51.8% | -5.6% | +57.4% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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