+9,374.7%
FTNT vs SPXU
-100.0%
+9,474.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +1.4% |
| 7D | -2.7% | -1.5% | -1.2% | -3.3% |
| 30D | -1.4% | +3.7% | -5.1% | +0.3% |
| 3M | +10.1% | -9.6% | +19.7% | +6.8% |
| 6M | +88.2% | -32.4% | +120.6% | +64.2% |
| YTD | +98.3% | -28.7% | +127.0% | +77.8% |
| 1Y | +96.0% | -38.2% | +134.2% | +67.7% |
| 3Y | +145.8% | -80.4% | +226.2% | +49.2% |
| 5Y | +154.6% | -86.0% | +240.7% | +69.1% |
| 10Y | +2,063.6% | -99.5% | +2,163.2% | +496.6% |
| All | +9,374.7% | -100.0% | +9,474.7% | +982.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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