+131.0%
FTNT vs SMR
-14.3%
+145.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -15.7% | +13.9% | -0.7% |
| 7D | -0.1% | -11.2% | +11.1% | +0.5% |
| 30D | -3.0% | -10.2% | +7.3% | -2.5% |
| 3M | +7.6% | -10.0% | +17.6% | +7.7% |
| 6M | +87.0% | -30.5% | +117.4% | +88.6% |
| YTD | +96.5% | -39.2% | +135.8% | +98.8% |
| 1Y | +92.9% | -75.5% | +168.5% | +105.9% |
| 3Y | +139.8% | +45.4% | +94.4% | +116.6% |
| All | +131.0% | -14.3% | +145.3% | +119.0% |
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