+2,111.2%
FTNT vs SPY
+318.9%
+1,792.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.8% |
| 7D | +1.6% | -2.0% | +3.6% | +4.1% |
| 30D | -1.9% | -1.7% | -0.2% | +0.2% |
| 3M | +14.4% | +4.7% | +9.6% | +8.2% |
| 6M | +88.7% | +12.5% | +76.2% | +63.2% |
| YTD | +100.0% | +11.7% | +88.3% | +74.5% |
| 1Y | +99.9% | +17.5% | +82.4% | +64.2% |
| 3Y | +147.9% | +76.6% | +71.4% | +22.8% |
| 5Y | +155.8% | +82.0% | +73.8% | +26.8% |
| All | +2,111.2% | +318.9% | +1,792.3% | +339.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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