+51.8%
FTNT vs SPXS
-30.2%
+82.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | -0.7% |
| 7D | -25.7% | +2.2% | -27.8% | -25.0% |
| 30D | -29.7% | +3.8% | -33.5% | -28.5% |
| 3M | -23.1% | +3.3% | -26.4% | -21.7% |
| 6M | +45.0% | -16.7% | +61.7% | +40.3% |
| YTD | +62.9% | -28.5% | +91.5% | +53.2% |
| 1Y | +51.8% | -30.4% | +82.3% | +41.8% |
| All | +51.8% | -30.2% | +82.0% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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