+89.3%
FTNT vs SM
+5.1%
+84.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.2% | -4.0% | +0.4% |
| 7D | +5.7% | +10.6% | -4.9% | +4.2% |
| 30D | -32.1% | -15.0% | -17.1% | -30.7% |
| 3M | -19.5% | +1.7% | -21.1% | -20.2% |
| 6M | +13.8% | +5.9% | +7.9% | +11.4% |
| YTD | +63.1% | +79.0% | -15.9% | +46.1% |
| 1Y | +57.7% | +84.7% | -27.0% | +40.2% |
| 3Y | +154.9% | -3.5% | +158.4% | +139.9% |
| 5Y | +89.3% | +4.9% | +84.3% | +67.8% |
| All | +89.3% | +5.1% | +84.2% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling