+1,631.4%
FTNT vs SNAP
-78.1%
+1,709.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | +7.1% | +6.0% | +1.0% | +6.1% |
| 30D | -30.9% | -13.8% | -17.1% | -29.3% |
| 3M | -23.1% | -0.8% | -22.3% | -23.3% |
| 6M | +8.1% | -6.2% | +14.3% | +8.1% |
| YTD | +60.2% | -34.8% | +95.0% | +67.8% |
| 1Y | +57.0% | -38.7% | +95.7% | +65.8% |
| 3Y | +152.9% | -53.5% | +206.4% | +159.9% |
| 5Y | +85.9% | -90.2% | +176.1% | +120.0% |
| All | +1,631.4% | -78.1% | +1,709.4% | +1,422.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling