+668.5%
FTNT vs SITM
+4,507.3%
-3,838.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.2% |
| 7D | -2.7% | +8.4% | -11.1% | -4.4% |
| 30D | -1.4% | -17.4% | +16.1% | +2.1% |
| 3M | +10.1% | -9.8% | +19.9% | +9.7% |
| 6M | +88.2% | +83.0% | +5.2% | +59.4% |
| YTD | +98.3% | +69.6% | +28.7% | +68.1% |
| 1Y | +96.0% | +144.9% | -48.9% | +49.7% |
| 3Y | +145.8% | +429.9% | -284.1% | +40.8% |
| 5Y | +154.6% | +169.2% | -14.5% | +58.2% |
| All | +668.5% | +4,507.3% | -3,838.8% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling