+7,268.8%
FTNT vs SO
+508.0%
+6,760.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.7% | +2.7% |
| 7D | -3.0% | -1.1% | -1.9% | -2.7% |
| 30D | -37.1% | +8.6% | -45.7% | -38.5% |
| 3M | -23.3% | +1.8% | -25.1% | -23.8% |
| 6M | +7.4% | +3.6% | +3.7% | +5.8% |
| YTD | +54.2% | +9.9% | +44.3% | +49.0% |
| 1Y | +49.7% | +5.7% | +44.0% | +46.1% |
| 3Y | +146.6% | +52.5% | +94.1% | +112.9% |
| 5Y | +75.4% | +77.3% | -1.9% | +43.3% |
| 10Y | +1,828.7% | +186.8% | +1,641.9% | +1,237.1% |
| All | +7,268.8% | +508.0% | +6,760.8% | +3,216.1% |
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