+155.8%
FTNT vs SPXS
-85.4%
+241.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.8% | +1.9% |
| 7D | +1.6% | +6.4% | -4.8% | +4.4% |
| 30D | -1.9% | +6.0% | -7.9% | +0.9% |
| 3M | +14.4% | -11.6% | +26.0% | +9.4% |
| 6M | +88.7% | -28.7% | +117.4% | +65.8% |
| YTD | +100.0% | -26.3% | +126.3% | +79.7% |
| 1Y | +99.9% | -34.9% | +134.8% | +71.7% |
| 3Y | +147.9% | -79.5% | +227.4% | +40.1% |
| 5Y | +155.8% | -85.9% | +241.7% | +65.7% |
| All | +155.8% | -85.4% | +241.2% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling