+75.4%
FTNT vs SNAP
-90.9%
+166.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.2% | +2.8% |
| 7D | -3.0% | -7.3% | +4.4% | -1.8% |
| 30D | -37.1% | -18.9% | -18.2% | -35.0% |
| 3M | -23.3% | -5.3% | -18.0% | -22.9% |
| 6M | +7.4% | -16.9% | +24.3% | +9.5% |
| YTD | +54.2% | -37.4% | +91.6% | +62.8% |
| 1Y | +49.7% | -38.5% | +88.2% | +58.3% |
| 3Y | +146.6% | -55.1% | +201.6% | +153.0% |
| 5Y | +75.4% | -90.8% | +166.2% | +157.6% |
| All | +75.4% | -90.9% | +166.3% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling