+9,303.7%
FTNT vs SPG
+526.1%
+8,777.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | -5.8% | -2.4% | -3.5% | -5.2% |
| 30D | -4.8% | -6.8% | +2.1% | -2.8% |
| 3M | +4.4% | +2.7% | +1.7% | +3.3% |
| 6M | +88.8% | +5.5% | +83.3% | +84.5% |
| YTD | +96.8% | +15.7% | +81.1% | +86.7% |
| 1Y | +104.5% | +20.9% | +83.6% | +91.2% |
| 3Y | +156.8% | +112.4% | +44.4% | +101.5% |
| 5Y | +144.1% | +101.4% | +42.7% | +93.6% |
| 10Y | +2,021.8% | +60.6% | +1,961.1% | +1,745.0% |
| All | +9,303.7% | +526.1% | +8,777.6% | +4,147.9% |
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 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