+104.5%
FTNT vs SO
-1.3%
+105.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.4% |
| 7D | -5.8% | -0.2% | -5.7% | -5.9% |
| 30D | -4.8% | -4.6% | -0.2% | -6.9% |
| 3M | +4.4% | -3.0% | +7.5% | +3.0% |
| 6M | +88.8% | -8.3% | +97.0% | +84.2% |
| YTD | +96.8% | +3.5% | +93.3% | +101.2% |
| 1Y | +104.5% | -0.9% | +105.4% | +104.4% |
| All | +104.5% | -1.3% | +105.8% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling