+145.8%
FTNT vs SPG
+112.2%
+33.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -1.4% | -4.9% | +3.6% | +0.1% |
| 3M | +10.1% | +3.3% | +6.8% | +8.4% |
| 6M | +88.2% | +11.2% | +77.0% | +78.8% |
| YTD | +98.3% | +17.1% | +81.2% | +83.8% |
| 1Y | +96.0% | +21.6% | +74.4% | +78.3% |
| 3Y | +145.8% | +111.9% | +33.9% | +89.9% |
| All | +145.8% | +112.2% | +33.6% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling