+85.5%
FTNT vs SE
-77.3%
+162.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | -3.5% | 0.0% | -3.6% | -3.5% |
| 30D | -36.5% | -19.4% | -17.2% | -33.7% |
| 3M | -24.7% | -33.1% | +8.4% | -18.7% |
| 6M | +8.3% | -11.4% | +19.8% | +9.1% |
| YTD | +55.6% | -39.8% | +95.4% | +69.2% |
| 1Y | +50.2% | -50.5% | +100.6% | +70.4% |
| 3Y | +143.2% | +68.9% | +74.3% | +100.6% |
| 5Y | +85.5% | -77.1% | +162.5% | +190.6% |
| All | +85.5% | -77.3% | +162.8% | +190.6% |
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