+1,910.4%
FTNT vs STT
+203.9%
+1,706.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.1% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -33.6% | -0.4% | -33.2% | -33.5% |
| 3M | -20.9% | -6.5% | -14.4% | -19.0% |
| 6M | +11.0% | +17.2% | -6.2% | +4.1% |
| YTD | +61.3% | +38.2% | +23.1% | +41.1% |
| 1Y | +53.1% | +49.3% | +3.8% | +29.8% |
| 3Y | +152.1% | +181.9% | -29.9% | +65.0% |
| 5Y | +90.1% | +106.9% | -16.8% | +35.3% |
| 10Y | +1,910.4% | +203.1% | +1,707.2% | +1,070.6% |
| All | +1,910.4% | +203.9% | +1,706.4% | +1,070.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling