+104.7%
FTNT vs SARO
-23.7%
+128.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.6% |
| 7D | +1.6% | -4.0% | +5.6% | +2.5% |
| 30D | -1.9% | -16.1% | +14.3% | +1.9% |
| 3M | +14.4% | -4.5% | +18.9% | +15.0% |
| 6M | +88.7% | -17.0% | +105.7% | +95.1% |
| YTD | +100.0% | -17.5% | +117.6% | +105.9% |
| 1Y | +99.9% | -12.3% | +112.1% | +100.0% |
| All | +104.7% | -23.7% | +128.4% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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