+92.9%
FTNT vs SPG
+19.1%
+73.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.7% |
| 7D | -0.1% | -1.2% | +1.0% | -0.4% |
| 30D | -3.0% | -6.1% | +3.2% | -4.2% |
| 3M | +7.6% | -3.6% | +11.2% | +6.9% |
| 6M | +87.0% | +10.4% | +76.5% | +84.9% |
| YTD | +96.5% | +14.4% | +82.2% | +93.2% |
| 1Y | +92.9% | +16.5% | +76.4% | +88.5% |
| All | +92.9% | +19.1% | +73.9% | +88.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling