+7,607.6%
FTNT vs STRL
+1,676.9%
+5,930.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.3% | +2.9% |
| 7D | -1.0% | +7.1% | -8.1% | -2.2% |
| 30D | -33.6% | -39.4% | +5.8% | -28.9% |
| 3M | -20.9% | -43.0% | +22.1% | -14.9% |
| 6M | +11.0% | -65.0% | +76.0% | +26.7% |
| YTD | +61.3% | -0.8% | +62.1% | +48.3% |
| 1Y | +53.1% | -20.3% | +73.4% | +45.6% |
| 3Y | +152.1% | +356.5% | -204.4% | +68.0% |
| 5Y | +90.1% | +952.8% | -862.7% | +7.0% |
| 10Y | +1,910.4% | +3,877.1% | -1,966.7% | +716.5% |
| All | +7,607.6% | +1,676.9% | +5,930.7% | +3,336.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling