+9,359.7%
FTNT vs SPYG
+1,125.1%
+8,234.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | +1.7% | +0.3% | +1.4% | +1.3% |
| 30D | -4.3% | -1.7% | -2.6% | -2.2% |
| 3M | +13.6% | +3.6% | +10.0% | +8.7% |
| 6M | +87.6% | +16.6% | +71.0% | +56.0% |
| YTD | +98.0% | +13.4% | +84.6% | +69.9% |
| 1Y | +96.9% | +19.6% | +77.3% | +58.6% |
| 3Y | +145.4% | +99.8% | +45.6% | +5.1% |
| 5Y | +153.0% | +85.0% | +68.0% | +23.2% |
| 10Y | +2,098.3% | +422.1% | +1,676.2% | +214.5% |
| All | +9,359.7% | +1,125.1% | +8,234.6% | +438.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling