+51.8%
FTNT vs SPMO
+11.0%
+40.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -25.7% | -8.9% | -16.8% | -23.0% |
| 30D | -29.7% | -13.8% | -15.9% | -26.1% |
| 3M | -23.1% | -12.5% | -10.6% | -19.5% |
| 6M | +45.0% | -1.5% | +46.5% | +43.7% |
| YTD | +62.9% | +11.3% | +51.6% | +51.9% |
| 1Y | +51.8% | +11.5% | +40.4% | +40.9% |
| All | +51.8% | +11.0% | +40.9% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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