+57.0%
FTNT vs SO
+5.1%
+51.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.0% |
| 7D | +7.1% | +1.4% | +5.7% | +8.0% |
| 30D | -30.9% | +4.7% | -35.6% | -28.6% |
| 3M | -23.1% | +1.7% | -24.8% | -21.8% |
| 6M | +8.1% | +2.2% | +5.9% | +10.4% |
| YTD | +60.2% | +10.0% | +50.2% | +71.2% |
| 1Y | +57.0% | +6.0% | +51.0% | +70.6% |
| All | +57.0% | +5.1% | +51.9% | +70.6% |
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