+143.2%
FTNT vs STLA
-74.3%
+217.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.1% |
| 7D | -3.5% | -4.9% | +1.4% | -3.2% |
| 30D | -36.5% | -4.9% | -31.6% | -36.4% |
| 3M | -24.7% | -23.7% | -1.1% | -23.1% |
| 6M | +8.3% | -45.0% | +53.3% | +13.8% |
| YTD | +55.6% | -60.9% | +116.5% | +69.2% |
| 1Y | +50.2% | -58.9% | +109.1% | +61.6% |
| 3Y | +143.2% | -74.4% | +217.6% | +151.9% |
| All | +143.2% | -74.3% | +217.4% | +151.9% |
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