+7,554.6%
FTNT vs SGI
+1,093.1%
+6,461.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +7.1% | -5.3% | +12.4% | +8.3% |
| 30D | -30.9% | -2.1% | -28.8% | -30.9% |
| 3M | -23.1% | -8.2% | -14.9% | -22.3% |
| 6M | +8.1% | -4.6% | +12.7% | +7.7% |
| YTD | +60.2% | -31.5% | +91.7% | +70.3% |
| 1Y | +57.0% | -30.8% | +87.8% | +66.5% |
| 3Y | +152.9% | +67.2% | +85.7% | +112.6% |
| 5Y | +85.9% | +42.5% | +43.4% | +57.0% |
| 10Y | +1,896.5% | +321.9% | +1,574.7% | +1,075.9% |
| All | +7,554.6% | +1,093.1% | +6,461.5% | +3,137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling