+154.6%
FTNT vs STT
+150.3%
+4.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -2.7% | +2.2% | -4.9% | -3.7% |
| 30D | -1.4% | +3.9% | -5.3% | -3.1% |
| 3M | +10.1% | +19.2% | -9.1% | +1.6% |
| 6M | +88.2% | +60.4% | +27.8% | +51.3% |
| YTD | +98.3% | +51.5% | +46.8% | +63.2% |
| 1Y | +96.0% | +76.3% | +19.7% | +49.8% |
| 3Y | +145.8% | +200.7% | -55.0% | +43.2% |
| 5Y | +154.6% | +157.5% | -2.8% | +48.9% |
| All | +154.6% | +150.3% | +4.3% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling