+7,554.6%
FTNT vs SBAC
+550.0%
+7,004.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.3% |
| 7D | +7.1% | +0.6% | +6.4% | +6.8% |
| 30D | -30.9% | +5.5% | -36.4% | -32.4% |
| 3M | -23.1% | +3.1% | -26.2% | -24.3% |
| 6M | +8.1% | -7.0% | +15.1% | +9.7% |
| YTD | +60.2% | +0.5% | +59.7% | +54.6% |
| 1Y | +57.0% | +0.2% | +56.8% | +51.6% |
| 3Y | +152.9% | -7.4% | +160.3% | +141.1% |
| 5Y | +85.9% | -39.7% | +125.6% | +114.5% |
| 10Y | +1,896.5% | +112.5% | +1,784.0% | +1,103.7% |
| All | +7,554.6% | +550.0% | +7,004.7% | +2,301.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling