+51.8%
FTNT vs SPYG
+10.8%
+41.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | -0.1% |
| 7D | -25.7% | -2.8% | -22.9% | -23.7% |
| 30D | -29.7% | -6.2% | -23.5% | -25.9% |
| 3M | -23.1% | -3.6% | -19.5% | -20.5% |
| 6M | +45.0% | +4.8% | +40.2% | +42.1% |
| YTD | +62.9% | +11.0% | +52.0% | +54.6% |
| 1Y | +51.8% | +11.2% | +40.6% | +43.7% |
| All | +51.8% | +10.8% | +41.0% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling