+50.2%
FTNT vs SNAP
-39.9%
+90.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -3.5% | -10.6% | +7.0% | -1.7% |
| 30D | -36.5% | -19.7% | -16.8% | -34.2% |
| 3M | -24.7% | -6.5% | -18.2% | -23.6% |
| 6M | +8.3% | -17.8% | +26.1% | +11.5% |
| YTD | +55.6% | -38.0% | +93.7% | +64.0% |
| 1Y | +50.2% | -42.5% | +92.6% | +59.7% |
| All | +50.2% | -39.9% | +90.1% | +59.7% |
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 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