+2,098.3%
FTNT vs SO
+155.9%
+1,942.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | 0.0% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -4.3% | -2.5% | -1.8% | -3.8% |
| 3M | +13.6% | -4.2% | +17.8% | +14.4% |
| 6M | +87.6% | -7.7% | +95.2% | +90.1% |
| YTD | +98.0% | +3.8% | +94.2% | +94.7% |
| 1Y | +96.9% | +0.1% | +96.9% | +95.1% |
| 3Y | +145.4% | +44.2% | +101.2% | +117.1% |
| 5Y | +153.0% | +57.9% | +95.1% | +116.6% |
| 10Y | +2,098.3% | +162.0% | +1,936.3% | +1,673.1% |
| All | +2,098.3% | +155.9% | +1,942.4% | +1,673.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling