+143.2%
FTNT vs SE
+74.0%
+69.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | -3.5% | 0.0% | -3.6% | -3.5% |
| 30D | -36.5% | -19.4% | -17.2% | -34.5% |
| 3M | -24.7% | -33.1% | +8.4% | -20.5% |
| 6M | +8.3% | -11.4% | +19.8% | +8.6% |
| YTD | +55.6% | -39.8% | +95.4% | +66.8% |
| 1Y | +50.2% | -50.5% | +100.6% | +67.2% |
| 3Y | +143.2% | +68.9% | +74.3% | +139.7% |
| All | +143.2% | +74.0% | +69.2% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling