+75.4%
FTNT vs SO
+79.3%
-3.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.7% | +3.0% |
| 7D | -3.0% | -1.1% | -1.9% | -2.9% |
| 30D | -37.1% | +8.6% | -45.7% | -37.5% |
| 3M | -23.3% | +1.8% | -25.1% | -23.3% |
| 6M | +7.4% | +3.6% | +3.7% | +6.9% |
| YTD | +54.2% | +9.9% | +44.3% | +51.7% |
| 1Y | +49.7% | +5.7% | +44.0% | +48.3% |
| 3Y | +146.6% | +52.5% | +94.1% | +118.5% |
| 5Y | +75.4% | +77.3% | -1.9% | +55.6% |
| All | +75.4% | +79.3% | -3.8% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling