+141.6%
FTNT vs SMR
+81.4%
+60.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.2% | +0.1% |
| 7D | +1.7% | +13.1% | -11.3% | +0.8% |
| 30D | -4.3% | +17.8% | -22.0% | -5.5% |
| 3M | +13.6% | +8.1% | +5.5% | +12.3% |
| 6M | +87.6% | -11.1% | +98.7% | +86.3% |
| YTD | +98.0% | -23.7% | +121.7% | +97.4% |
| 1Y | +96.9% | -69.4% | +166.3% | +107.4% |
| All | +141.6% | +81.4% | +60.2% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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