+2,111.2%
FTNT vs SNPS
+585.0%
+1,526.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | +1.6% | -4.6% | +6.2% | +4.0% |
| 30D | -1.9% | -3.3% | +1.5% | -0.3% |
| 3M | +14.4% | -13.8% | +28.1% | +22.6% |
| 6M | +88.7% | -8.2% | +96.9% | +93.7% |
| YTD | +100.0% | -15.4% | +115.5% | +112.5% |
| 1Y | +99.9% | +2.4% | +97.4% | +86.0% |
| 3Y | +147.9% | -13.5% | +161.4% | +106.2% |
| 5Y | +155.8% | +19.5% | +136.4% | +62.3% |
| All | +2,111.2% | +585.0% | +1,526.2% | +293.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 10y: compounded portfolio wealth divided by compounded SNPS 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…
10y analysis · Full analysis span regression · 6 months rolling