+1,477.6%
FTNT vs SE
+363.8%
+1,113.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | +7.1% | -0.5% | +7.5% | +7.1% |
| 30D | -30.9% | -20.9% | -9.9% | -27.4% |
| 3M | -23.1% | -38.9% | +15.8% | -14.6% |
| 6M | +8.1% | -19.4% | +27.5% | +11.6% |
| YTD | +60.2% | -40.9% | +101.1% | +75.3% |
| 1Y | +57.0% | -46.2% | +103.2% | +75.3% |
| 3Y | +152.9% | +63.7% | +89.2% | +108.2% |
| 5Y | +85.9% | -77.9% | +163.8% | +123.0% |
| All | +1,477.6% | +363.8% | +1,113.9% | +874.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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