+7,694.2%
FTNT vs SPG
+605.9%
+7,088.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | +5.7% | +3.1% | +2.6% | +4.8% |
| 30D | -32.1% | +16.4% | -48.5% | -35.3% |
| 3M | -19.5% | +7.1% | -26.5% | -21.3% |
| 6M | +13.8% | +16.1% | -2.3% | +8.1% |
| YTD | +63.1% | +30.4% | +32.7% | +48.9% |
| 1Y | +57.7% | +33.0% | +24.7% | +43.0% |
| 3Y | +154.9% | +134.6% | +20.3% | +93.9% |
| 5Y | +89.3% | +84.9% | +4.4% | +52.5% |
| 10Y | +1,933.0% | +114.9% | +1,818.1% | +1,460.6% |
| All | +7,694.2% | +605.9% | +7,088.4% | +3,287.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling