+2,072.5%
FTNT vs SRE
+122.3%
+1,950.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -0.1% | -0.8% | +0.7% | +0.1% |
| 30D | -3.0% | -3.0% | 0.0% | -2.2% |
| 3M | +7.6% | -8.3% | +15.9% | +10.1% |
| 6M | +87.0% | -8.9% | +95.9% | +90.8% |
| YTD | +96.5% | -4.3% | +100.8% | +96.8% |
| 1Y | +92.9% | +2.7% | +90.2% | +88.2% |
| 3Y | +139.8% | +28.7% | +111.2% | +110.1% |
| 5Y | +151.3% | +47.1% | +104.2% | +109.0% |
| All | +2,072.5% | +122.3% | +1,950.1% | +1,551.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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