+7,554.6%
FTNT vs SNPS
+1,843.6%
+5,711.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -0.9% |
| 7D | +7.1% | +1.1% | +6.0% | +6.4% |
| 30D | -30.9% | -5.2% | -25.7% | -29.2% |
| 3M | -23.1% | +10.6% | -33.7% | -28.9% |
| 6M | +8.1% | -10.6% | +18.7% | +11.7% |
| YTD | +60.2% | -3.1% | +63.3% | +55.1% |
| 1Y | +57.0% | +15.6% | +41.5% | +36.0% |
| 3Y | +152.9% | -12.9% | +165.9% | +110.9% |
| 5Y | +85.9% | +31.2% | +54.7% | +9.0% |
| 10Y | +1,896.5% | +663.4% | +1,233.2% | +164.2% |
| All | +7,554.6% | +1,843.6% | +5,711.0% | +342.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling