+1,835.4%
FTNT vs SE
+553.8%
+1,281.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.4% |
| 7D | -0.1% | -5.2% | +5.1% | +1.1% |
| 30D | -3.0% | -17.1% | +14.1% | +1.0% |
| 3M | +7.6% | +24.0% | -16.4% | +1.4% |
| 6M | +87.0% | +21.0% | +66.0% | +75.5% |
| YTD | +96.5% | -16.7% | +113.3% | +99.8% |
| 1Y | +92.9% | -45.9% | +138.9% | +116.3% |
| 3Y | +139.8% | +177.8% | -38.0% | +73.8% |
| 5Y | +151.3% | -67.4% | +218.7% | +176.4% |
| All | +1,835.4% | +553.8% | +1,281.6% | +1,010.5% |
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