+8,083.4%
FTNT vs STLA
+178.7%
+7,904.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.3% |
| 3M | -24.7% | -23.7% | -1.1% | -21.4% |
| 6M | +8.3% | -45.0% | +53.3% | +20.2% |
| YTD | +55.6% | -60.9% | +116.5% | +81.9% |
| 1Y | +50.2% | -58.9% | +109.1% | +73.3% |
| 3Y | +143.2% | -74.4% | +217.6% | +199.2% |
| 5Y | +85.5% | -71.5% | +157.0% | +118.5% |
| 10Y | +1,868.3% | +5.3% | +1,863.0% | +1,662.2% |
| All | +8,083.4% | +178.7% | +7,904.7% | +6,977.0% |
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