+99.9%
FTNT vs SPGI
-20.0%
+119.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.4% |
| 7D | +1.6% | -8.9% | +10.5% | +3.5% |
| 30D | -1.9% | +0.6% | -2.5% | -2.2% |
| 3M | +14.4% | +2.0% | +12.4% | +13.5% |
| 6M | +88.7% | +0.1% | +88.6% | +87.4% |
| YTD | +100.0% | -16.4% | +116.5% | +103.2% |
| 1Y | +99.9% | -18.9% | +118.8% | +103.6% |
| All | +99.9% | -20.0% | +119.9% | +103.6% |
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