+2,027.0%
FTNT vs SNAP
-77.2%
+2,104.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.6% |
| 7D | -5.8% | +0.7% | -6.6% | -6.0% |
| 30D | -4.8% | +2.6% | -7.4% | -5.4% |
| 3M | +4.4% | -9.9% | +14.3% | +5.3% |
| 6M | +88.8% | +1.9% | +86.9% | +85.3% |
| YTD | +96.8% | -32.2% | +129.0% | +105.0% |
| 1Y | +104.5% | -22.8% | +127.3% | +107.6% |
| 3Y | +156.8% | -47.6% | +204.4% | +158.1% |
| 5Y | +144.1% | -92.7% | +236.8% | +199.2% |
| All | +2,027.0% | -77.2% | +2,104.2% | +1,760.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling