+2,111.2%
FTNT vs SBAC
+83.0%
+2,028.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.9% | +1.9% |
| 7D | +1.6% | -5.3% | +6.9% | +3.2% |
| 30D | -1.9% | +0.4% | -2.3% | -2.0% |
| 3M | +14.4% | -11.9% | +26.3% | +18.3% |
| 6M | +88.7% | -4.5% | +93.1% | +87.6% |
| YTD | +100.0% | -4.3% | +104.4% | +98.0% |
| 1Y | +99.9% | -3.9% | +103.7% | +97.1% |
| 3Y | +147.9% | -11.0% | +158.9% | +139.9% |
| 5Y | +155.8% | -44.1% | +199.9% | +203.9% |
| All | +2,111.2% | +83.0% | +2,028.1% | +1,739.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling