+3,561.9%
FTNT vs SFM
+132.6%
+3,429.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.5% |
| 7D | -5.8% | -0.1% | -5.8% | -5.8% |
| 30D | -4.8% | -4.4% | -0.4% | -4.3% |
| 3M | +4.4% | +1.5% | +2.9% | +3.5% |
| 6M | +88.8% | +6.5% | +82.3% | +84.7% |
| YTD | +96.8% | +2.2% | +94.6% | +93.4% |
| 1Y | +104.5% | -41.9% | +146.3% | +119.1% |
| 3Y | +156.8% | +106.8% | +50.0% | +123.0% |
| 5Y | +144.1% | +231.6% | -87.5% | +90.3% |
| 10Y | +2,021.8% | +258.4% | +1,763.3% | +1,437.6% |
| All | +3,561.9% | +132.6% | +3,429.3% | +2,902.5% |
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 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