+10,250.3%
FTNT vs STLA
+263.8%
+9,986.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -5.8% | +2.6% | -8.4% | -6.3% |
| 30D | -4.8% | -1.2% | -3.5% | -4.6% |
| 3M | +4.4% | -24.8% | +29.2% | +10.1% |
| 6M | +88.8% | -25.6% | +114.3% | +98.1% |
| YTD | +96.8% | -48.9% | +145.8% | +120.3% |
| 1Y | +104.5% | -38.8% | +143.2% | +118.6% |
| 3Y | +156.8% | -64.5% | +221.3% | +197.6% |
| 5Y | +144.1% | -62.4% | +206.5% | +174.3% |
| 10Y | +2,021.8% | +55.4% | +1,966.4% | +1,679.7% |
| All | +10,250.3% | +263.8% | +9,986.5% | +8,467.6% |
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