+153.0%
FTNT vs STLA
-63.2%
+216.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.2% |
| 7D | +1.7% | +0.4% | +1.4% | +1.6% |
| 30D | -4.3% | -5.2% | +0.9% | -3.3% |
| 3M | +13.6% | -24.9% | +38.5% | +20.1% |
| 6M | +87.6% | -25.2% | +112.8% | +96.7% |
| YTD | +98.0% | -51.4% | +149.4% | +126.8% |
| 1Y | +96.9% | -40.7% | +137.6% | +111.3% |
| 3Y | +145.4% | -66.3% | +211.6% | +189.0% |
| 5Y | +153.0% | -63.2% | +216.2% | +157.2% |
| All | +153.0% | -63.2% | +216.1% | +157.2% |
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