+9,303.7%
FTNT vs SPGI
+1,852.0%
+7,451.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.5% | +0.9% |
| 7D | -5.8% | +0.1% | -6.0% | -6.0% |
| 30D | -4.8% | +8.4% | -13.2% | -9.6% |
| 3M | +4.4% | +11.8% | -7.4% | -3.7% |
| 6M | +88.8% | +5.7% | +83.1% | +80.0% |
| YTD | +96.8% | -9.7% | +106.5% | +104.0% |
| 1Y | +104.5% | -12.5% | +116.9% | +114.8% |
| 3Y | +156.8% | +21.8% | +134.9% | +115.0% |
| 5Y | +144.1% | +8.2% | +135.9% | +120.6% |
| 10Y | +2,021.8% | +309.5% | +1,712.3% | +754.9% |
| All | +9,303.7% | +1,852.0% | +7,451.7% | +1,536.3% |
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