+2,098.3%
FTNT vs STRL
+7,055.3%
-4,957.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | +1.7% | +8.2% | -6.5% | +0.6% |
| 30D | -4.3% | -6.3% | +2.1% | -3.6% |
| 3M | +13.6% | -41.2% | +54.8% | +20.8% |
| 6M | +87.6% | +20.4% | +67.2% | +72.5% |
| YTD | +98.0% | +61.7% | +36.3% | +71.9% |
| 1Y | +96.9% | +72.7% | +24.2% | +67.3% |
| 3Y | +145.4% | +530.9% | -385.5% | +60.5% |
| 5Y | +153.0% | +2,125.4% | -1,972.4% | +33.0% |
| 10Y | +2,098.3% | +7,301.3% | -5,203.1% | +838.1% |
| All | +2,098.3% | +7,055.3% | -4,957.1% | +838.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling