+88.3%
FTNT vs SMR
-53.6%
+141.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.6% |
| 7D | +7.1% | -8.3% | +15.3% | +7.6% |
| 30D | -30.9% | -20.1% | -10.8% | -30.0% |
| 3M | -23.1% | -52.7% | +29.6% | -19.6% |
| 6M | +8.1% | -61.0% | +69.1% | +13.8% |
| YTD | +60.2% | -67.1% | +127.3% | +68.3% |
| 1Y | +57.0% | -79.9% | +136.9% | +70.3% |
| 3Y | +152.9% | +101.7% | +51.2% | +125.7% |
| All | +88.3% | -53.6% | +141.9% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling