+8,478.8%
FTNT vs STLA
+152.6%
+8,326.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.1% | +7.2% | +2.3% |
| 7D | +5.7% | -13.1% | +18.8% | +8.5% |
| 30D | -32.1% | -13.3% | -18.8% | -30.6% |
| 3M | -19.5% | -27.9% | +8.4% | -15.1% |
| 6M | +13.8% | -47.8% | +61.6% | +27.4% |
| YTD | +63.1% | -64.6% | +127.7% | +94.2% |
| 1Y | +57.7% | -64.0% | +121.7% | +86.7% |
| 3Y | +154.9% | -76.8% | +231.7% | +219.4% |
| 5Y | +89.3% | -74.2% | +163.5% | +127.0% |
| 10Y | +1,933.0% | -5.4% | +1,938.3% | +1,755.3% |
| All | +8,478.8% | +152.6% | +8,326.2% | +7,453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling