+2,072.5%
FTNT vs SFM
+271.4%
+1,801.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -1.9% |
| 7D | -0.1% | -10.6% | +10.5% | +1.3% |
| 30D | -3.0% | -15.5% | +12.5% | -0.9% |
| 3M | +7.6% | -17.4% | +25.0% | +9.9% |
| 6M | +87.0% | -3.4% | +90.4% | +85.6% |
| YTD | +96.5% | -8.7% | +105.2% | +96.3% |
| 1Y | +92.9% | -47.2% | +140.1% | +108.6% |
| 3Y | +139.8% | +82.7% | +57.1% | +116.3% |
| 5Y | +151.3% | +214.3% | -63.0% | +103.3% |
| All | +2,072.5% | +271.4% | +1,801.1% | +1,506.3% |
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