+13.8%
FTNT vs STLA
-48.2%
+61.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.1% | +7.2% | +0.7% |
| 7D | +5.7% | -13.1% | +18.8% | +4.9% |
| 30D | -32.1% | -13.3% | -18.8% | -32.1% |
| 3M | -19.5% | -27.9% | +8.4% | -17.9% |
| 6M | +13.8% | -47.8% | +61.6% | +20.1% |
| All | +13.8% | -48.2% | +61.9% | +20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling