+51.8%
FTNT vs SN
+156.5%
-104.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +1.1% |
| 7D | -25.7% | +10.6% | -36.3% | -25.6% |
| 30D | -29.7% | +20.0% | -49.7% | -29.9% |
| 3M | -23.1% | +30.4% | -53.5% | -22.9% |
| 6M | +45.0% | +91.0% | -46.0% | +47.9% |
| YTD | +62.9% | +95.9% | -33.0% | +66.1% |
| 1Y | +51.8% | +158.9% | -107.1% | +60.9% |
| All | +51.8% | +156.5% | -104.6% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling