+92.9%
FTNT vs SPOT
-25.0%
+118.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -1.8% |
| 7D | -0.1% | -3.1% | +2.9% | +0.1% |
| 30D | -3.0% | +7.4% | -10.3% | -4.1% |
| 3M | +7.6% | +8.2% | -0.6% | +6.1% |
| 6M | +87.0% | +2.2% | +84.7% | +85.3% |
| YTD | +96.5% | -9.5% | +106.0% | +96.7% |
| 1Y | +92.9% | -23.8% | +116.8% | +96.1% |
| All | +92.9% | -25.0% | +118.0% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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