+1,947.1%
FTNT vs STZ
+12.6%
+1,934.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | -32.1% | +14.7% | -46.8% | -34.7% |
| 3M | -19.5% | +8.8% | -28.3% | -21.6% |
| 6M | +13.8% | +3.1% | +10.7% | +11.9% |
| YTD | +63.1% | +7.9% | +55.2% | +55.0% |
| 1Y | +57.7% | +14.2% | +43.5% | +46.8% |
| 3Y | +154.9% | -35.2% | +190.1% | +180.2% |
| 5Y | +89.3% | -29.6% | +118.9% | +100.7% |
| All | +1,947.1% | +12.6% | +1,934.5% | +1,677.9% |
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