+2,088.5%
FTNT vs SPGI
+299.5%
+1,789.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +1.5% |
| 7D | +1.7% | -3.1% | +4.8% | +3.6% |
| 30D | -4.3% | +2.0% | -6.3% | -5.9% |
| 3M | +13.6% | +4.3% | +9.3% | +9.0% |
| 6M | +87.6% | -0.2% | +87.8% | +84.9% |
| YTD | +98.0% | -14.8% | +112.8% | +113.5% |
| 1Y | +96.9% | -18.5% | +115.5% | +117.6% |
| 3Y | +145.4% | +16.0% | +129.4% | +107.4% |
| 5Y | +153.0% | +2.2% | +150.8% | +132.9% |
| All | +2,088.5% | +299.5% | +1,789.0% | +745.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling