+96.9%
FTNT vs STT
+76.7%
+20.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.7% | +1.0% | +0.8% | +1.5% |
| 30D | -4.3% | +2.8% | -7.0% | -4.9% |
| 3M | +13.6% | +18.1% | -4.5% | +9.3% |
| 6M | +87.6% | +59.2% | +28.4% | +66.0% |
| YTD | +98.0% | +51.5% | +46.5% | +77.8% |
| 1Y | +96.9% | +75.7% | +21.3% | +66.4% |
| All | +96.9% | +76.7% | +20.2% | +66.4% |
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