+51.8%
FTNT vs SITM
+47.5%
+4.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.4% | +10.4% | +1.7% |
| 7D | -25.7% | -19.5% | -6.1% | -24.4% |
| 30D | -29.7% | -43.2% | +13.5% | -27.2% |
| 3M | -23.1% | -30.8% | +7.7% | -21.8% |
| 6M | +45.0% | -28.6% | +73.6% | +48.2% |
| YTD | +62.9% | +14.2% | +48.8% | +71.8% |
| 1Y | +51.8% | +44.4% | +7.4% | +65.4% |
| All | +51.8% | +47.5% | +4.3% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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