+1,910.4%
FTNT vs SFM
+140.2%
+1,770.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | +7.1% | +6.0% | +1.0% | +6.0% |
| 30D | -30.9% | -19.5% | -11.4% | -28.4% |
| 3M | -23.1% | -37.0% | +13.9% | -17.8% |
| 6M | +8.1% | -41.0% | +49.1% | +16.0% |
| YTD | +60.2% | -34.6% | +94.8% | +68.4% |
| 1Y | +57.0% | -36.3% | +93.3% | +65.6% |
| 3Y | +152.9% | +24.5% | +128.4% | +141.2% |
| 5Y | +85.9% | +115.9% | -30.0% | +58.4% |
| All | +1,910.4% | +140.2% | +1,770.3% | +1,516.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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