+99.9%
FTNT vs SGI
-20.9%
+120.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +0.7% |
| 7D | +1.6% | -4.9% | +6.5% | +1.1% |
| 30D | -1.9% | +1.6% | -3.5% | -1.5% |
| 3M | +14.4% | -3.2% | +17.5% | +14.7% |
| 6M | +88.7% | -16.0% | +104.7% | +85.1% |
| YTD | +100.0% | -25.4% | +125.5% | +100.7% |
| 1Y | +99.9% | -21.6% | +121.4% | +112.2% |
| All | +99.9% | -20.9% | +120.8% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling