+153.0%
FTNT vs SPG
+101.9%
+51.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +1.4% |
| 7D | +1.7% | -2.7% | +4.4% | +3.0% |
| 30D | -4.3% | -7.3% | +3.0% | -1.0% |
| 3M | +13.6% | -3.5% | +17.1% | +14.9% |
| 6M | +87.6% | +8.5% | +79.1% | +77.4% |
| YTD | +98.0% | +13.0% | +85.0% | +82.7% |
| 1Y | +96.9% | +18.0% | +78.9% | +77.1% |
| 3Y | +145.4% | +104.5% | +40.9% | +59.4% |
| 5Y | +153.0% | +102.0% | +50.9% | +69.9% |
| All | +153.0% | +101.9% | +51.1% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling