+1,910.4%
FTNT vs SO
+195.2%
+1,715.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -1.0% | +0.8% | -1.8% | -1.1% |
| 30D | -33.6% | +7.8% | -41.4% | -34.7% |
| 3M | -20.9% | +2.9% | -23.8% | -21.5% |
| 6M | +11.0% | +2.5% | +8.5% | +9.9% |
| YTD | +61.3% | +10.3% | +51.1% | +56.4% |
| 1Y | +53.1% | +6.4% | +46.8% | +49.7% |
| 3Y | +152.1% | +52.8% | +99.3% | +119.9% |
| 5Y | +90.1% | +78.7% | +11.4% | +57.4% |
| 10Y | +1,910.4% | +196.3% | +1,714.1% | +1,474.7% |
| All | +1,910.4% | +195.2% | +1,715.1% | +1,474.7% |
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