+146.6%
FTNT vs SO
+50.8%
+95.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.7% | +3.4% |
| 7D | -3.0% | -1.1% | -1.9% | -3.2% |
| 30D | -37.1% | +8.6% | -45.7% | -36.0% |
| 3M | -23.3% | +1.8% | -25.1% | -22.7% |
| 6M | +7.4% | +3.6% | +3.7% | +8.4% |
| YTD | +54.2% | +9.9% | +44.3% | +56.3% |
| 1Y | +49.7% | +5.7% | +44.0% | +51.7% |
| 3Y | +146.6% | +52.5% | +94.1% | +150.0% |
| All | +146.6% | +50.8% | +95.8% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling