+99.9%
FTNT vs SAP
-22.5%
+122.3%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.6% |
| 7D | +1.6% | -5.1% | +6.7% | +3.4% |
| 30D | -1.9% | -1.8% | -0.1% | -1.2% |
| 3M | +14.4% | +20.9% | -6.6% | +7.7% |
| 6M | +88.7% | +7.0% | +81.7% | +84.7% |
| YTD | +100.0% | -13.7% | +113.8% | +108.4% |
| 1Y | +99.9% | -19.6% | +119.4% | +118.6% |
| All | +99.9% | -22.5% | +122.3% | +118.6% |
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