+141.6%
FTNT vs SAP
+56.3%
+85.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | +0.3% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | -4.3% | +0.3% | -4.5% | -4.3% |
| 3M | +13.6% | +16.9% | -3.3% | +6.6% |
| 6M | +87.6% | +6.3% | +81.3% | +82.5% |
| YTD | +98.0% | -12.4% | +110.4% | +107.0% |
| 1Y | +96.9% | -21.6% | +118.5% | +116.2% |
| All | +141.6% | +56.3% | +85.4% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling