+144.1%
FTNT vs SPYG
+96.8%
+47.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.9% | +1.7% |
| 7D | +1.6% | -1.8% | +3.4% | +3.1% |
| 30D | -1.9% | -1.9% | 0.0% | -0.2% |
| 3M | +14.4% | +5.2% | +9.2% | +9.7% |
| 6M | +88.7% | +15.6% | +73.1% | +67.1% |
| YTD | +100.0% | +12.4% | +87.6% | +81.4% |
| 1Y | +99.9% | +17.5% | +82.4% | +74.6% |
| All | +144.1% | +96.8% | +47.4% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling