+9,374.7%
FTNT vs SRE
+445.5%
+8,929.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.1% |
| 7D | -2.7% | +1.4% | -4.1% | -3.2% |
| 30D | -1.4% | +1.9% | -3.3% | -2.3% |
| 3M | +10.1% | -3.3% | +13.4% | +10.9% |
| 6M | +88.2% | -6.4% | +94.6% | +90.9% |
| YTD | +98.3% | -1.8% | +100.1% | +96.8% |
| 1Y | +96.0% | +10.7% | +85.2% | +84.9% |
| 3Y | +145.8% | +31.8% | +114.0% | +109.2% |
| 5Y | +154.6% | +49.2% | +105.4% | +103.8% |
| 10Y | +2,063.6% | +118.5% | +1,945.1% | +1,279.7% |
| All | +9,374.7% | +445.5% | +8,929.3% | +2,850.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling