+1,910.4%
FTNT vs SPG
+113.9%
+1,796.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +7.1% | +2.0% | +5.1% | +6.6% |
| 30D | -30.9% | +17.2% | -48.1% | -33.7% |
| 3M | -23.1% | +6.3% | -29.4% | -24.5% |
| 6M | +8.1% | +18.7% | -10.6% | +3.1% |
| YTD | +60.2% | +30.1% | +30.1% | +48.7% |
| 1Y | +57.0% | +32.8% | +24.2% | +44.9% |
| 3Y | +152.9% | +133.6% | +19.3% | +102.6% |
| 5Y | +85.9% | +84.4% | +1.5% | +54.7% |
| All | +1,910.4% | +113.9% | +1,796.5% | +1,690.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling