+57.7%
FTNT vs SNAP
-41.1%
+98.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +1.5% |
| 7D | +5.7% | +2.6% | +3.2% | +5.2% |
| 30D | -32.1% | -19.6% | -12.5% | -29.8% |
| 3M | -19.5% | +0.4% | -19.8% | -19.1% |
| 6M | +13.8% | -5.9% | +19.7% | +14.9% |
| YTD | +63.1% | -35.3% | +98.4% | +72.3% |
| 1Y | +57.7% | -42.6% | +100.3% | +70.0% |
| All | +57.7% | -41.1% | +98.8% | +70.0% |
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