+2,880.8%
FTNT vs SFM
+48.8%
+2,832.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -28.3% |
| 3M | -23.1% | -37.0% | +13.9% | -17.5% |
| 6M | +8.1% | -41.0% | +49.1% | +16.5% |
| YTD | +60.2% | -34.6% | +94.8% | +68.8% |
| 1Y | +57.0% | -36.3% | +93.3% | +66.1% |
| 3Y | +152.9% | +24.5% | +128.4% | +138.2% |
| 5Y | +85.9% | +115.9% | -30.0% | +55.2% |
| 10Y | +1,896.5% | +139.5% | +1,757.0% | +1,446.7% |
| All | +2,880.8% | +48.8% | +2,832.0% | +2,521.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling