+104.5%
FTNT vs STT
+75.3%
+29.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -5.8% | +0.5% | -6.3% | -6.0% |
| 30D | -4.8% | +3.9% | -8.6% | -5.6% |
| 3M | +4.4% | +20.0% | -15.5% | +0.3% |
| 6M | +88.8% | +55.3% | +33.5% | +69.9% |
| YTD | +96.8% | +53.3% | +43.5% | +77.6% |
| 1Y | +104.5% | +74.7% | +29.8% | +77.5% |
| All | +104.5% | +75.3% | +29.1% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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