+152.9%
FTNT vs SPY
+78.1%
+74.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | +7.1% | +2.6% | +4.5% | +4.2% |
| 30D | -30.9% | -2.0% | -28.9% | -29.2% |
| 3M | -23.1% | -2.8% | -20.3% | -20.6% |
| 6M | +8.1% | +2.1% | +6.0% | +6.1% |
| YTD | +60.2% | +11.5% | +48.7% | +43.3% |
| 1Y | +57.0% | +13.5% | +43.5% | +37.8% |
| 3Y | +152.9% | +77.7% | +75.2% | +43.5% |
| All | +152.9% | +78.1% | +74.8% | +43.5% |
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