+7,607.6%
FTNT vs SPY
+822.3%
+6,785.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.3% | +2.1% |
| 7D | -1.0% | -0.9% | -0.1% | +0.2% |
| 30D | -33.6% | -2.4% | -31.3% | -31.5% |
| 3M | -20.9% | -1.2% | -19.7% | -19.6% |
| 6M | +11.0% | +3.3% | +7.7% | +7.0% |
| YTD | +61.3% | +12.3% | +49.0% | +40.3% |
| 1Y | +53.1% | +12.4% | +40.7% | +32.9% |
| 3Y | +152.1% | +78.8% | +73.3% | +24.6% |
| 5Y | +90.1% | +75.2% | +15.0% | -0.1% |
| 10Y | +1,910.4% | +311.1% | +1,599.3% | +299.0% |
| All | +7,607.6% | +822.3% | +6,785.3% | +550.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling