+145.8%
FTNT vs SPGI
+17.8%
+127.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +2.0% |
| 7D | -2.7% | -2.5% | -0.2% | -1.8% |
| 30D | -1.4% | +5.4% | -6.8% | -3.6% |
| 3M | +10.1% | +9.0% | +1.0% | +5.5% |
| 6M | +88.2% | +0.8% | +87.4% | +86.3% |
| YTD | +98.3% | -12.6% | +110.9% | +107.7% |
| 1Y | +96.0% | -16.1% | +112.1% | +109.5% |
| 3Y | +145.8% | +19.0% | +126.8% | +136.7% |
| All | +145.8% | +17.8% | +127.9% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling