+153.0%
FTNT vs SE
-66.7%
+219.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.7% |
| 7D | +1.7% | -3.6% | +5.4% | +2.5% |
| 30D | -4.3% | -5.3% | +1.0% | -3.7% |
| 3M | +13.6% | +28.1% | -14.5% | +6.6% |
| 6M | +87.6% | +20.7% | +66.9% | +76.7% |
| YTD | +98.0% | -14.8% | +112.8% | +100.5% |
| 1Y | +96.9% | -43.6% | +140.5% | +118.6% |
| 3Y | +145.4% | +184.2% | -38.8% | +78.8% |
| 5Y | +153.0% | -66.3% | +219.3% | +205.5% |
| All | +153.0% | -66.7% | +219.7% | +205.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling