+2,111.2%
FTNT vs SPG
+64.3%
+2,046.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +1.6% | -2.2% | +3.8% | +2.1% |
| 30D | -1.9% | -5.8% | +3.9% | -0.5% |
| 3M | +14.4% | -2.8% | +17.2% | +15.0% |
| 6M | +88.7% | +8.9% | +79.8% | +83.6% |
| YTD | +100.0% | +14.3% | +85.8% | +92.1% |
| 1Y | +99.9% | +19.5% | +80.4% | +89.6% |
| 3Y | +147.9% | +106.9% | +41.1% | +105.0% |
| 5Y | +155.8% | +108.7% | +47.1% | +110.6% |
| All | +2,111.2% | +64.3% | +2,046.8% | +1,896.3% |
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