+75.4%
FTNT vs STRL
+916.0%
-840.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +15.0% | -11.9% | +0.9% |
| 7D | -3.0% | -13.3% | +10.4% | -1.7% |
| 30D | -37.1% | -43.3% | +6.2% | -32.2% |
| 3M | -23.3% | -46.9% | +23.6% | -17.0% |
| 6M | +7.4% | -65.6% | +73.0% | +22.2% |
| YTD | +54.2% | -5.1% | +59.3% | +36.6% |
| 1Y | +49.7% | -23.1% | +72.8% | +38.5% |
| 3Y | +146.6% | +346.8% | -200.3% | +33.2% |
| 5Y | +75.4% | +907.2% | -831.7% | -37.2% |
| All | +75.4% | +916.0% | -840.5% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling