+1,910.4%
FTNT vs SAP
+237.3%
+1,673.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -2.0% |
| 7D | +7.1% | +0.6% | +6.4% | +6.7% |
| 30D | -30.9% | +6.5% | -37.4% | -33.2% |
| 3M | -23.1% | +12.2% | -35.3% | -27.7% |
| 6M | +8.1% | +46.1% | -38.0% | -13.0% |
| YTD | +60.2% | -1.6% | +61.8% | +57.7% |
| 1Y | +57.0% | -5.1% | +62.1% | +57.8% |
| 3Y | +152.9% | +68.4% | +84.6% | +76.2% |
| 5Y | +85.9% | +79.4% | +6.5% | +21.3% |
| All | +1,910.4% | +237.3% | +1,673.2% | +716.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling