+2,111.2%
FTNT vs SAP
+175.6%
+1,935.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.8% |
| 7D | +1.6% | -5.1% | +6.7% | +4.4% |
| 30D | -1.9% | -1.8% | -0.1% | -0.9% |
| 3M | +14.4% | +20.9% | -6.6% | +2.0% |
| 6M | +88.7% | +7.0% | +81.7% | +79.1% |
| YTD | +100.0% | -13.7% | +113.8% | +111.4% |
| 1Y | +99.9% | -19.6% | +119.4% | +119.3% |
| 3Y | +147.9% | +52.4% | +95.5% | +81.1% |
| 5Y | +155.8% | +54.4% | +101.4% | +80.1% |
| All | +2,111.2% | +175.6% | +1,935.6% | +908.7% |
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