+9,374.7%
FTNT vs SPXS
-100.0%
+9,474.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +1.4% |
| 7D | -2.7% | -1.5% | -1.2% | -3.3% |
| 30D | -1.4% | +3.7% | -5.0% | +0.3% |
| 3M | +10.1% | -9.6% | +19.7% | +6.8% |
| 6M | +88.2% | -32.4% | +120.6% | +64.3% |
| YTD | +98.3% | -28.7% | +127.0% | +78.0% |
| 1Y | +96.0% | -38.1% | +134.0% | +68.0% |
| 3Y | +145.8% | -80.1% | +225.9% | +50.8% |
| 5Y | +154.6% | -85.9% | +240.5% | +70.5% |
| 10Y | +2,063.6% | -99.5% | +2,163.2% | +502.5% |
| All | +9,374.7% | -100.0% | +9,474.7% | +962.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling