+157.5%
FTNT vs SPOT
+252.1%
-94.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.9% | +1.4% |
| 7D | +5.7% | -2.6% | +8.3% | +6.2% |
| 30D | -32.1% | +13.5% | -45.6% | -33.7% |
| 3M | -19.5% | +22.2% | -41.7% | -22.7% |
| 6M | +13.8% | +38.3% | -24.5% | +6.1% |
| YTD | +63.1% | +3.1% | +60.1% | +60.7% |
| 1Y | +57.7% | -7.6% | +65.3% | +59.0% |
| All | +157.5% | +252.1% | -94.5% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling