+51.8%
FTNT vs SIRI
+59.9%
-8.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.4% | -7.4% | +1.7% |
| 7D | -25.7% | +22.3% | -47.9% | -24.3% |
| 30D | -29.7% | +26.9% | -56.7% | -28.4% |
| 3M | -23.1% | +9.6% | -32.7% | -21.4% |
| 6M | +45.0% | +27.2% | +17.8% | +46.5% |
| YTD | +62.9% | +72.4% | -9.5% | +57.3% |
| 1Y | +51.8% | +59.9% | -8.1% | +50.7% |
| All | +51.8% | +59.9% | -8.0% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling