+51.8%
FTNT vs STRL
-30.1%
+81.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -21.5% | +22.5% | +1.6% |
| 7D | -25.7% | -27.1% | +1.4% | -25.1% |
| 30D | -29.7% | -45.8% | +16.1% | -28.8% |
| 3M | -23.1% | -47.6% | +24.5% | -22.2% |
| 6M | +45.0% | -46.4% | +91.4% | +45.4% |
| YTD | +62.9% | -7.4% | +70.3% | +53.1% |
| 1Y | +51.8% | -25.9% | +77.7% | +47.1% |
| All | +51.8% | -30.1% | +81.9% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling