+9,303.7%
FTNT vs SGI
+1,272.0%
+8,031.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -5.8% | +8.5% | -14.4% | -7.7% |
| 30D | -4.8% | +0.7% | -5.5% | -5.2% |
| 3M | +4.4% | +0.6% | +3.8% | +3.7% |
| 6M | +88.8% | -17.9% | +106.7% | +94.2% |
| YTD | +96.8% | -21.2% | +118.0% | +104.0% |
| 1Y | +104.5% | -18.9% | +123.3% | +109.3% |
| 3Y | +156.8% | +52.6% | +104.1% | +121.4% |
| 5Y | +144.1% | +60.7% | +83.3% | +101.6% |
| 10Y | +2,021.8% | +278.1% | +1,743.7% | +1,176.3% |
| All | +9,303.7% | +1,272.0% | +8,031.8% | +3,776.4% |
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