+1,736.7%
FTNT vs SPMO
+575.0%
+1,161.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +1.7% | +2.7% | -1.0% | -0.7% |
| 30D | -4.3% | +1.1% | -5.3% | -5.3% |
| 3M | +13.6% | +2.0% | +11.6% | +9.4% |
| 6M | +87.6% | +26.5% | +61.1% | +44.3% |
| YTD | +98.0% | +26.5% | +71.5% | +52.2% |
| 1Y | +96.9% | +27.9% | +69.0% | +49.6% |
| 3Y | +145.4% | +160.4% | -15.0% | -11.5% |
| 5Y | +153.0% | +151.5% | +1.5% | -3.0% |
| 10Y | +2,098.3% | +526.3% | +1,571.9% | +347.9% |
| All | +1,736.7% | +575.0% | +1,161.6% | +232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling