+144.1%
FTNT vs SPXS
-79.1%
+223.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.8% | +1.7% |
| 7D | +1.6% | +6.4% | -4.8% | +3.9% |
| 30D | -1.9% | +6.0% | -7.9% | +0.4% |
| 3M | +14.4% | -11.6% | +26.0% | +10.5% |
| 6M | +88.7% | -28.7% | +117.4% | +70.7% |
| YTD | +100.0% | -26.3% | +126.3% | +84.3% |
| 1Y | +99.9% | -34.9% | +134.8% | +77.8% |
| All | +144.1% | -79.1% | +223.2% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling