+145.8%
FTNT vs SM
-2.8%
+148.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.9% | +0.3% |
| 7D | -2.7% | -0.2% | -2.6% | -2.7% |
| 30D | -1.4% | +31.5% | -32.9% | -4.7% |
| 3M | +10.1% | +17.3% | -7.2% | +7.5% |
| 6M | +88.2% | +48.5% | +39.7% | +77.6% |
| YTD | +98.3% | +106.3% | -8.0% | +79.0% |
| 1Y | +96.0% | +47.3% | +48.7% | +84.4% |
| 3Y | +145.8% | -1.4% | +147.2% | +124.9% |
| All | +145.8% | -2.8% | +148.5% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling