+154.6%
FTNT vs SNAP
-92.9%
+247.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -2.7% | +1.5% | -4.2% | -3.0% |
| 30D | -1.4% | +1.9% | -3.2% | -1.9% |
| 3M | +10.1% | -3.9% | +14.0% | +9.9% |
| 6M | +88.2% | +5.2% | +83.0% | +83.8% |
| YTD | +98.3% | -32.7% | +131.0% | +106.9% |
| 1Y | +96.0% | -24.8% | +120.7% | +99.8% |
| 3Y | +145.8% | -42.2% | +188.0% | +140.8% |
| 5Y | +154.6% | -92.7% | +247.3% | +219.5% |
| All | +154.6% | -92.9% | +247.5% | +219.5% |
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