+153.0%
FTNT vs SM
+119.2%
+33.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | +1.7% | -0.2% | +2.0% | +1.7% |
| 30D | -4.3% | +20.3% | -24.5% | -6.9% |
| 3M | +13.6% | +22.9% | -9.3% | +9.6% |
| 6M | +87.6% | +47.8% | +39.8% | +75.3% |
| YTD | +98.0% | +107.5% | -9.5% | +75.4% |
| 1Y | +96.9% | +51.7% | +45.2% | +81.9% |
| 3Y | +145.4% | -0.9% | +146.2% | +132.2% |
| 5Y | +153.0% | +112.2% | +40.7% | +120.8% |
| All | +153.0% | +119.2% | +33.8% | +120.8% |
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