+661.7%
FTNT vs SITM
+4,789.7%
-4,128.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -2.9% |
| 7D | -0.1% | +3.9% | -4.0% | -1.0% |
| 30D | -3.0% | -6.6% | +3.6% | -2.0% |
| 3M | +7.6% | -11.9% | +19.5% | +7.8% |
| 6M | +87.0% | +81.1% | +5.8% | +58.8% |
| YTD | +96.5% | +80.0% | +16.6% | +64.5% |
| 1Y | +92.9% | +145.8% | -52.9% | +47.4% |
| 3Y | +139.8% | +475.9% | -336.0% | +34.9% |
| 5Y | +151.3% | +189.2% | -37.9% | +53.9% |
| All | +661.7% | +4,789.7% | -4,128.0% | +178.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling