+162.8%
FTNT vs SPMO
+149.5%
+13.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.2% |
| 7D | -0.1% | -0.9% | +0.8% | +0.7% |
| 30D | -3.0% | -1.9% | -1.0% | -1.4% |
| 3M | +7.6% | -1.4% | +8.9% | +6.9% |
| 6M | +87.0% | +25.5% | +61.5% | +42.6% |
| YTD | +96.5% | +24.8% | +71.7% | +50.6% |
| 1Y | +92.9% | +24.5% | +68.4% | +48.1% |
| 3Y | +139.8% | +157.1% | -17.3% | -27.5% |
| All | +162.8% | +149.5% | +13.3% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling