+9,359.7%
FTNT vs SIRI
+472.1%
+8,887.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +1.7% | -3.9% | +5.6% | +2.7% |
| 30D | -4.3% | -0.8% | -3.4% | -4.3% |
| 3M | +13.6% | +4.3% | +9.3% | +11.9% |
| 6M | +87.6% | +34.1% | +53.5% | +73.0% |
| YTD | +98.0% | +47.3% | +50.7% | +77.6% |
| 1Y | +96.9% | +22.9% | +74.0% | +84.1% |
| 3Y | +145.4% | -24.6% | +170.0% | +144.0% |
| 5Y | +153.0% | -43.2% | +196.2% | +159.7% |
| 10Y | +2,098.3% | -12.3% | +2,110.6% | +1,823.4% |
| All | +9,359.7% | +472.1% | +8,887.6% | +6,187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling