+89.3%
FTNT vs SGI
+45.7%
+43.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.8% |
| 7D | +5.7% | -10.7% | +16.4% | +8.6% |
| 30D | -32.1% | -3.6% | -28.5% | -31.9% |
| 3M | -19.5% | -5.4% | -14.1% | -19.1% |
| 6M | +13.8% | -7.0% | +20.8% | +13.9% |
| YTD | +63.1% | -31.6% | +94.7% | +76.0% |
| 1Y | +57.7% | -33.5% | +91.2% | +71.6% |
| 3Y | +154.9% | +66.5% | +88.4% | +95.4% |
| 5Y | +89.3% | +42.2% | +47.1% | +45.9% |
| All | +89.3% | +45.7% | +43.6% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling