+9,303.7%
FTNT vs SM
+23.7%
+9,280.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.2% |
| 7D | -5.8% | +0.1% | -5.9% | -5.9% |
| 30D | -4.8% | +26.3% | -31.1% | -7.4% |
| 3M | +4.4% | +8.7% | -4.3% | +2.9% |
| 6M | +88.8% | +51.7% | +37.1% | +78.4% |
| YTD | +96.8% | +99.0% | -2.2% | +79.9% |
| 1Y | +104.5% | +34.6% | +69.9% | +94.6% |
| 3Y | +156.8% | -7.8% | +164.5% | +149.6% |
| 5Y | +144.1% | +104.8% | +39.3% | +110.9% |
| 10Y | +2,021.8% | +7.2% | +2,014.5% | +1,447.4% |
| All | +9,303.7% | +23.7% | +9,280.0% | +5,402.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling