+137.2%
FTNT vs SN
+397.9%
-260.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.7% | -5.7% | -3.3% |
| 7D | -12.7% | +7.2% | -19.9% | -13.5% |
| 30D | -37.2% | +20.4% | -57.6% | -39.0% |
| 3M | -25.8% | +23.9% | -49.7% | -28.1% |
| 6M | +32.1% | +93.0% | -60.9% | +19.9% |
| YTD | +49.7% | +99.2% | -49.6% | +34.3% |
| 1Y | +47.6% | +142.6% | -95.0% | +27.7% |
| 3Y | +137.2% | +398.8% | -261.6% | +96.7% |
| All | +137.2% | +397.9% | -260.7% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling