+7,268.8%
FTNT vs SPGI
+1,973.4%
+5,295.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.6% |
| 7D | -3.0% | -0.9% | -2.1% | -2.5% |
| 30D | -37.1% | +15.5% | -52.6% | -42.8% |
| 3M | -23.3% | +15.7% | -39.0% | -30.6% |
| 6M | +7.4% | +19.1% | -11.7% | -5.7% |
| YTD | +54.2% | -4.1% | +58.3% | +52.8% |
| 1Y | +49.7% | +1.2% | +48.5% | +43.1% |
| 3Y | +146.6% | +31.6% | +115.0% | +96.1% |
| 5Y | +75.4% | +12.4% | +63.0% | +53.6% |
| 10Y | +1,828.7% | +334.3% | +1,494.4% | +644.4% |
| All | +7,268.8% | +1,973.4% | +5,295.4% | +1,125.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling