+147.4%
FTNT vs SNAP
-42.1%
+189.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.4% |
| 7D | -5.8% | +0.7% | -6.6% | -5.9% |
| 30D | -4.8% | +2.6% | -7.4% | -5.2% |
| 3M | +4.4% | -9.9% | +14.3% | +5.0% |
| 6M | +88.8% | +1.9% | +86.9% | +86.4% |
| YTD | +96.8% | -32.2% | +129.0% | +102.0% |
| 1Y | +104.5% | -22.8% | +127.3% | +106.5% |
| All | +147.4% | -42.1% | +189.5% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling