+85.5%
FTNT vs STLA
-71.4%
+156.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +1.6% |
| 7D | -3.5% | -4.9% | +1.4% | -2.6% |
| 30D | -36.5% | -4.9% | -31.6% | -36.2% |
| 3M | -24.7% | -23.7% | -1.1% | -21.2% |
| 6M | +8.3% | -45.0% | +53.3% | +20.8% |
| YTD | +55.6% | -60.9% | +116.5% | +85.0% |
| 1Y | +50.2% | -58.9% | +109.1% | +75.4% |
| 3Y | +143.2% | -74.4% | +217.6% | +207.2% |
| 5Y | +85.5% | -71.5% | +157.0% | +92.2% |
| All | +85.5% | -71.4% | +156.9% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling