+157.5%
FTNT vs SM
-3.8%
+161.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.0% | +0.5% |
| 7D | +5.7% | +10.6% | -4.9% | +4.5% |
| 30D | -32.1% | -15.0% | -17.1% | -31.0% |
| 3M | -19.5% | +1.7% | -21.1% | -20.0% |
| 6M | +13.8% | +5.9% | +7.9% | +11.9% |
| YTD | +63.1% | +79.0% | -15.9% | +49.0% |
| 1Y | +57.7% | +84.7% | -27.0% | +43.2% |
| All | +157.5% | -3.8% | +161.4% | +134.5% |
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