+144.1%
FTNT vs SPYM
+75.9%
+68.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.7% |
| 7D | +1.6% | -2.0% | +3.6% | +3.8% |
| 30D | -1.9% | -1.6% | -0.2% | -0.1% |
| 3M | +14.4% | +4.7% | +9.6% | +9.0% |
| 6M | +88.7% | +12.6% | +76.1% | +66.2% |
| YTD | +100.0% | +11.8% | +88.2% | +77.6% |
| 1Y | +99.9% | +17.5% | +82.3% | +68.2% |
| All | +144.1% | +75.9% | +68.2% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling