+51.8%
FTNT vs SPGI
+3.2%
+48.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +0.5% |
| 7D | -25.7% | +7.2% | -32.9% | -26.5% |
| 30D | -29.7% | +23.2% | -52.9% | -32.8% |
| 3M | -23.1% | +17.0% | -40.1% | -25.8% |
| 6M | +45.0% | +20.4% | +24.6% | +38.5% |
| YTD | +62.9% | -1.9% | +64.8% | +60.3% |
| 1Y | +51.8% | +2.9% | +48.9% | +47.7% |
| All | +51.8% | +3.2% | +48.6% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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