+9,303.7%
FTNT vs SO
+472.5%
+8,831.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -5.8% | -0.2% | -5.7% | -5.8% |
| 30D | -4.8% | -4.6% | -0.2% | -3.7% |
| 3M | +4.4% | -3.0% | +7.5% | +4.9% |
| 6M | +88.8% | -8.3% | +97.0% | +91.9% |
| YTD | +96.8% | +3.5% | +93.3% | +93.4% |
| 1Y | +104.5% | -0.9% | +105.4% | +103.0% |
| 3Y | +156.8% | +45.4% | +111.4% | +124.3% |
| 5Y | +144.1% | +59.6% | +84.4% | +105.5% |
| 10Y | +2,021.8% | +156.6% | +1,865.2% | +1,422.1% |
| All | +9,303.7% | +472.5% | +8,831.2% | +4,203.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling