+162.8%
FTNT vs SITM
+187.3%
-24.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | -3.0% |
| 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% | +56.5% |
| YTD | +96.5% | +80.0% | +16.6% | +61.8% |
| 1Y | +92.9% | +145.8% | -52.9% | +43.2% |
| 3Y | +139.8% | +475.9% | -336.0% | +22.2% |
| All | +162.8% | +187.3% | -24.5% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling