+2,072.5%
FTNT vs SPYM
+325.3%
+1,747.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.8% |
| 7D | -0.1% | -0.8% | +0.6% | +0.8% |
| 30D | -3.0% | -1.1% | -1.9% | -1.6% |
| 3M | +7.6% | +3.9% | +3.7% | +2.7% |
| 6M | +87.0% | +13.6% | +73.3% | +59.8% |
| YTD | +96.5% | +12.7% | +83.8% | +69.6% |
| 1Y | +92.9% | +17.6% | +75.4% | +58.3% |
| 3Y | +139.8% | +77.2% | +62.6% | +18.7% |
| 5Y | +151.3% | +84.1% | +67.2% | +23.4% |
| All | +2,072.5% | +325.3% | +1,747.2% | +326.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling