+104.5%
FTNT vs SPYM
+20.9%
+83.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | -5.8% | +0.1% | -6.0% | -5.9% |
| 30D | -4.8% | +0.1% | -4.8% | -4.8% |
| 3M | +4.4% | +2.0% | +2.4% | +2.5% |
| 6M | +88.8% | +13.1% | +75.7% | +68.9% |
| YTD | +96.8% | +13.6% | +83.2% | +74.9% |
| 1Y | +104.5% | +20.1% | +84.4% | +67.7% |
| All | +104.5% | +20.9% | +83.5% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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