+153.0%
FTNT vs SFM
+217.9%
-64.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.8% | +0.2% |
| 7D | +1.7% | -7.2% | +8.9% | +2.5% |
| 30D | -4.3% | -14.3% | +10.1% | -2.9% |
| 3M | +13.6% | -13.7% | +27.3% | +14.8% |
| 6M | +87.6% | -6.0% | +93.6% | +86.9% |
| YTD | +98.0% | -8.2% | +106.2% | +97.5% |
| 1Y | +96.9% | -46.2% | +143.2% | +110.6% |
| 3Y | +145.4% | +83.6% | +61.8% | +140.2% |
| 5Y | +153.0% | +212.7% | -59.7% | +151.4% |
| All | +153.0% | +217.9% | -64.9% | +151.4% |
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