+153.0%
FTNT vs SBAC
-44.9%
+197.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | +0.1% |
| 7D | +1.7% | +0.2% | +1.6% | +1.7% |
| 30D | -4.3% | +3.9% | -8.1% | -5.0% |
| 3M | +13.6% | -8.2% | +21.8% | +15.4% |
| 6M | +87.6% | -2.8% | +90.4% | +86.1% |
| YTD | +98.0% | -1.5% | +99.5% | +95.1% |
| 1Y | +96.9% | 0.0% | +96.9% | +92.9% |
| 3Y | +145.4% | -8.4% | +153.8% | +135.5% |
| 5Y | +153.0% | -43.5% | +196.5% | +234.3% |
| All | +153.0% | -44.9% | +197.9% | +234.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling