+2,088.5%
FTNT vs STZ
-12.0%
+2,100.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | +1.7% | -6.0% | +7.8% | +3.3% |
| 30D | -4.3% | -8.9% | +4.6% | -2.1% |
| 3M | +13.6% | -12.6% | +26.2% | +17.1% |
| 6M | +87.6% | -17.2% | +104.8% | +94.6% |
| YTD | +98.0% | -10.0% | +108.0% | +98.0% |
| 1Y | +96.9% | -14.3% | +111.2% | +99.7% |
| 3Y | +145.4% | -49.9% | +195.3% | +191.7% |
| 5Y | +153.0% | -38.2% | +191.2% | +176.9% |
| All | +2,088.5% | -12.0% | +2,100.5% | +1,944.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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