+9,303.7%
FTNT vs SAP
+474.4%
+8,829.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.4% |
| 7D | -5.8% | -2.9% | -2.9% | -4.3% |
| 30D | -4.8% | +9.0% | -13.8% | -9.2% |
| 3M | +4.4% | +14.9% | -10.5% | -4.7% |
| 6M | +88.8% | +11.9% | +76.9% | +74.0% |
| YTD | +96.8% | -9.9% | +106.7% | +102.8% |
| 1Y | +104.5% | -19.5% | +124.0% | +124.3% |
| 3Y | +156.8% | +61.8% | +95.0% | +80.6% |
| 5Y | +144.1% | +56.2% | +87.9% | +72.0% |
| 10Y | +2,021.8% | +180.6% | +1,841.2% | +887.4% |
| All | +9,303.7% | +474.4% | +8,829.3% | +2,594.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling