+2,072.5%
FTNT vs SPXS
-99.6%
+2,172.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -2.7% |
| 7D | -0.1% | +2.5% | -2.6% | +0.8% |
| 30D | -3.0% | +4.2% | -7.2% | -1.1% |
| 3M | +7.6% | -9.3% | +16.9% | +4.3% |
| 6M | +87.0% | -30.7% | +117.7% | +64.6% |
| YTD | +96.5% | -28.1% | +124.6% | +76.8% |
| 1Y | +92.9% | -35.1% | +128.0% | +68.3% |
| 3Y | +139.8% | -79.6% | +219.4% | +47.5% |
| 5Y | +151.3% | -86.3% | +237.6% | +65.0% |
| All | +2,072.5% | -99.6% | +2,172.0% | +506.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling