+9,374.7%
FTNT vs SPYM
+839.4%
+8,535.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.4% |
| 7D | -2.7% | +0.6% | -3.3% | -3.4% |
| 30D | -1.4% | -0.9% | -0.4% | -0.2% |
| 3M | +10.1% | +3.9% | +6.2% | +5.5% |
| 6M | +88.2% | +14.5% | +73.7% | +61.0% |
| YTD | +98.3% | +13.0% | +85.3% | +72.4% |
| 1Y | +96.0% | +19.4% | +76.5% | +60.1% |
| 3Y | +145.8% | +78.9% | +66.9% | +26.8% |
| 5Y | +154.6% | +82.3% | +72.3% | +33.7% |
| 10Y | +2,063.6% | +314.7% | +1,748.9% | +398.3% |
| All | +9,374.7% | +839.4% | +8,535.3% | +939.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling