+145.8%
FTNT vs STLA
-65.4%
+211.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +1.0% |
| 7D | -2.7% | +0.7% | -3.5% | -2.8% |
| 30D | -1.4% | -2.4% | +1.0% | -1.2% |
| 3M | +10.1% | -23.9% | +34.0% | +12.7% |
| 6M | +88.2% | -24.6% | +112.8% | +91.8% |
| YTD | +98.3% | -50.5% | +148.8% | +111.1% |
| 1Y | +96.0% | -39.8% | +135.8% | +101.6% |
| 3Y | +145.8% | -65.6% | +211.4% | +147.1% |
| All | +145.8% | -65.4% | +211.2% | +147.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling