+99.9%
FTNT vs STRL
+66.6%
+33.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.1% |
| 7D | +1.6% | +5.4% | -3.8% | +1.4% |
| 30D | -1.9% | -9.0% | +7.1% | -1.7% |
| 3M | +14.4% | -37.1% | +51.4% | +15.5% |
| 6M | +88.7% | +17.8% | +70.8% | +81.3% |
| YTD | +100.0% | +58.3% | +41.7% | +82.1% |
| 1Y | +99.9% | +61.0% | +38.8% | +75.4% |
| All | +99.9% | +66.6% | +33.2% | +75.4% |
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