+7,607.6%
FTNT vs SAP
+525.2%
+7,082.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -1.0% | -2.5% | +1.5% | +0.3% |
| 30D | -33.6% | +7.5% | -41.1% | -36.3% |
| 3M | -20.9% | +11.6% | -32.5% | -25.6% |
| 6M | +11.0% | +37.6% | -26.7% | -8.8% |
| YTD | +61.3% | -2.0% | +63.3% | +58.4% |
| 1Y | +53.1% | -6.4% | +59.5% | +54.4% |
| 3Y | +152.1% | +67.7% | +84.4% | +74.3% |
| 5Y | +90.1% | +75.7% | +14.4% | +25.6% |
| 10Y | +1,910.4% | +229.3% | +1,681.0% | +751.4% |
| All | +7,607.6% | +525.2% | +7,082.4% | +2,004.9% |
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 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