+75.4%
FTNT vs SPGI
+12.2%
+63.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.7% |
| 7D | -3.0% | -0.9% | -2.1% | -2.5% |
| 30D | -37.1% | +15.5% | -52.6% | -42.7% |
| 3M | -23.3% | +15.7% | -39.0% | -30.4% |
| 6M | +7.4% | +19.1% | -11.7% | -5.7% |
| YTD | +54.2% | -4.1% | +58.3% | +54.5% |
| 1Y | +49.7% | +1.2% | +48.5% | +43.9% |
| 3Y | +146.6% | +31.6% | +115.0% | +86.1% |
| 5Y | +75.4% | +12.4% | +63.0% | +70.9% |
| All | +75.4% | +12.2% | +63.2% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling