+96.9%
FTNT vs SNAP
-26.1%
+123.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +0.1% |
| 7D | +1.7% | -5.0% | +6.7% | +2.2% |
| 30D | -4.3% | -0.7% | -3.5% | -4.4% |
| 3M | +13.6% | -5.0% | +18.6% | +13.7% |
| 6M | +87.6% | +3.5% | +84.1% | +84.2% |
| YTD | +98.0% | -34.2% | +132.2% | +101.6% |
| 1Y | +96.9% | -27.1% | +124.0% | +102.2% |
| All | +96.9% | -26.1% | +123.1% | +102.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling