+9,303.7%
FTNT vs SBAC
+546.0%
+8,757.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.4% |
| 7D | -5.8% | -0.8% | -5.1% | -5.6% |
| 30D | -4.8% | +6.9% | -11.7% | -7.2% |
| 3M | +4.4% | -8.2% | +12.7% | +7.1% |
| 6M | +88.8% | -1.6% | +90.4% | +85.6% |
| YTD | +96.8% | -0.1% | +96.9% | +91.3% |
| 1Y | +104.5% | -0.5% | +104.9% | +98.5% |
| 3Y | +156.8% | -9.1% | +165.8% | +146.1% |
| 5Y | +144.1% | -43.8% | +187.8% | +191.4% |
| 10Y | +2,021.8% | +80.5% | +1,941.3% | +1,289.7% |
| All | +9,303.7% | +546.0% | +8,757.7% | +2,870.7% |
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