+50.2%
FTNT vs STRL
-26.6%
+76.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -3.5% | -19.8% | +16.3% | -3.2% |
| 30D | -36.5% | -43.6% | +7.0% | -36.0% |
| 3M | -24.7% | -45.2% | +20.5% | -24.1% |
| 6M | +8.3% | -65.7% | +74.1% | +9.5% |
| YTD | +55.6% | -5.4% | +61.1% | +48.3% |
| 1Y | +50.2% | -24.7% | +74.9% | +46.6% |
| All | +50.2% | -26.6% | +76.7% | +46.6% |
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