+145.8%
FTNT vs SPOT
+230.8%
-85.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.2% |
| 7D | -2.7% | -2.9% | +0.1% | -2.3% |
| 30D | -1.4% | +8.3% | -9.7% | -3.2% |
| 3M | +10.1% | +5.1% | +5.0% | +8.4% |
| 6M | +88.2% | -6.5% | +94.7% | +89.1% |
| YTD | +98.3% | -9.0% | +107.3% | +99.9% |
| 1Y | +96.0% | -26.4% | +122.4% | +106.8% |
| 3Y | +145.8% | +240.0% | -94.2% | +72.1% |
| All | +145.8% | +230.8% | -85.0% | +72.1% |
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 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