+157.5%
FTNT vs SGI
+66.8%
+90.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.4% |
| 7D | +5.7% | -10.7% | +16.4% | +7.0% |
| 30D | -32.1% | -3.6% | -28.5% | -31.9% |
| 3M | -19.5% | -5.4% | -14.1% | -19.2% |
| 6M | +13.8% | -7.0% | +20.8% | +14.0% |
| YTD | +63.1% | -31.6% | +94.7% | +72.2% |
| 1Y | +57.7% | -33.5% | +91.2% | +67.7% |
| All | +157.5% | +66.8% | +90.7% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling