+2,111.2%
FTNT vs SM
+23.2%
+2,087.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | +1.6% | +2.1% | -0.5% | +1.4% |
| 30D | -1.9% | +18.1% | -20.0% | -3.5% |
| 3M | +14.4% | +17.0% | -2.6% | +12.3% |
| 6M | +88.7% | +55.4% | +33.2% | +79.9% |
| YTD | +100.0% | +108.6% | -8.5% | +85.3% |
| 1Y | +99.9% | +45.7% | +54.2% | +90.7% |
| 3Y | +147.9% | -0.3% | +148.3% | +140.5% |
| 5Y | +155.8% | +113.0% | +42.8% | +128.3% |
| All | +2,111.2% | +23.2% | +2,087.9% | +1,546.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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