+141.6%
FTNT vs SPY
+76.5%
+65.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.3% |
| 7D | +1.7% | -0.4% | +2.1% | +2.1% |
| 30D | -4.3% | -1.4% | -2.9% | -2.8% |
| 3M | +13.6% | +3.7% | +9.9% | +9.5% |
| 6M | +87.6% | +13.0% | +74.6% | +65.1% |
| YTD | +98.0% | +12.4% | +85.6% | +75.3% |
| 1Y | +96.9% | +18.5% | +78.4% | +65.0% |
| All | +141.6% | +76.5% | +65.1% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling