+53.1%
FTNT vs SPGI
+2.4%
+50.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | -1.0% | -1.4% | +0.4% | -0.8% |
| 30D | -33.6% | +15.3% | -48.9% | -35.4% |
| 3M | -20.9% | +16.5% | -37.4% | -23.4% |
| 6M | +11.0% | +19.8% | -8.9% | +6.3% |
| YTD | +61.3% | -3.2% | +64.6% | +58.5% |
| 1Y | +53.1% | +1.8% | +51.3% | +52.0% |
| All | +53.1% | +2.4% | +50.8% | +52.0% |
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