+9,303.7%
FTNT vs STZ
+788.5%
+8,515.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -5.8% | -1.9% | -3.9% | -5.4% |
| 30D | -4.8% | -1.9% | -2.9% | -4.5% |
| 3M | +4.4% | -6.2% | +10.7% | +5.6% |
| 6M | +88.8% | -14.0% | +102.8% | +93.9% |
| YTD | +96.8% | -5.1% | +101.9% | +95.1% |
| 1Y | +104.5% | -9.6% | +114.0% | +105.1% |
| 3Y | +156.8% | -47.2% | +204.0% | +194.5% |
| 5Y | +144.1% | -33.6% | +177.6% | +161.0% |
| 10Y | +2,021.8% | -9.8% | +2,031.5% | +1,905.9% |
| All | +9,303.7% | +788.5% | +8,515.3% | +4,246.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling