+152.7%
FTNT vs STRL
+2,024.4%
-1,871.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -0.9% |
| 7D | -5.8% | +3.4% | -9.2% | -6.3% |
| 30D | -4.8% | -9.2% | +4.5% | -3.6% |
| 3M | +4.4% | -51.0% | +55.5% | +14.5% |
| 6M | +88.8% | +15.8% | +73.0% | +71.1% |
| YTD | +96.8% | +58.9% | +37.9% | +64.7% |
| 1Y | +104.5% | +68.5% | +35.9% | +66.1% |
| 3Y | +156.8% | +485.2% | -328.5% | +43.7% |
| All | +152.7% | +2,024.4% | -1,871.7% | -4.1% |
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 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