+90.1%
FTNT vs SFM
+111.2%
-21.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +3.2% |
| 7D | -1.0% | -7.1% | +6.1% | +0.1% |
| 30D | -33.6% | -21.4% | -12.2% | -31.2% |
| 3M | -20.9% | -40.1% | +19.2% | -15.8% |
| 6M | +11.0% | -38.0% | +49.0% | +17.0% |
| YTD | +61.3% | -36.5% | +97.9% | +69.0% |
| 1Y | +53.1% | -35.2% | +88.3% | +59.8% |
| 3Y | +152.1% | +23.5% | +128.6% | +158.5% |
| 5Y | +90.1% | +109.7% | -19.6% | +103.8% |
| All | +90.1% | +111.2% | -21.1% | +103.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling