+154.6%
FTNT vs SAP
+56.2%
+98.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +1.6% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | -1.4% | +2.6% | -3.9% | -2.6% |
| 3M | +10.1% | +16.3% | -6.2% | +1.1% |
| 6M | +88.2% | +6.4% | +81.8% | +80.5% |
| YTD | +98.3% | -11.4% | +109.7% | +108.1% |
| 1Y | +96.0% | -20.4% | +116.4% | +118.4% |
| 3Y | +145.8% | +56.5% | +89.3% | +69.8% |
| 5Y | +154.6% | +56.8% | +97.9% | +65.3% |
| All | +154.6% | +56.2% | +98.4% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling