+1,947.1%
FTNT vs STLA
-3.1%
+1,950.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.1% | +7.2% | +2.5% |
| 7D | +5.7% | -13.1% | +18.8% | +8.9% |
| 30D | -32.1% | -13.3% | -18.8% | -30.4% |
| 3M | -19.5% | -27.9% | +8.4% | -14.3% |
| 6M | +13.8% | -47.8% | +61.6% | +30.1% |
| YTD | +63.1% | -64.6% | +127.7% | +101.3% |
| 1Y | +57.7% | -64.0% | +121.7% | +93.2% |
| 3Y | +154.9% | -76.8% | +231.7% | +235.4% |
| 5Y | +89.3% | -74.2% | +163.5% | +132.4% |
| All | +1,947.1% | -3.1% | +1,950.2% | +1,511.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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