+153.2%
FTNT vs SGI
+50.6%
+102.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.3% |
| 7D | +1.7% | +0.6% | +1.1% | +1.6% |
| 30D | -4.3% | +5.5% | -9.8% | -5.8% |
| 3M | +13.6% | -3.6% | +17.2% | +14.1% |
| 6M | +87.6% | -15.0% | +102.6% | +92.1% |
| YTD | +98.0% | -23.0% | +121.0% | +108.7% |
| 1Y | +96.9% | -18.4% | +115.3% | +102.2% |
| 3Y | +145.4% | +57.8% | +87.6% | +95.7% |
| All | +153.2% | +50.6% | +102.6% | +89.9% |
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