+92.9%
FTNT vs SITM
+155.7%
-62.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -2.2% |
| 7D | -0.1% | +3.9% | -4.0% | -0.5% |
| 30D | -3.0% | -6.6% | +3.6% | -2.6% |
| 3M | +7.6% | -11.9% | +19.5% | +8.1% |
| 6M | +87.0% | +81.1% | +5.8% | +85.2% |
| YTD | +96.5% | +80.0% | +16.6% | +94.9% |
| 1Y | +92.9% | +145.8% | -52.9% | +89.2% |
| All | +92.9% | +155.7% | -62.8% | +89.2% |
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 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