+9,359.7%
FTNT vs SU
+204.6%
+9,155.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.6% |
| 7D | +1.7% | +1.6% | +0.2% | +1.3% |
| 30D | -4.3% | +10.7% | -15.0% | -7.0% |
| 3M | +13.6% | +13.5% | +0.1% | +9.2% |
| 6M | +87.6% | +21.8% | +65.8% | +75.9% |
| YTD | +98.0% | +58.8% | +39.1% | +71.8% |
| 1Y | +96.9% | +72.0% | +24.9% | +66.4% |
| 3Y | +145.4% | +121.7% | +23.7% | +89.1% |
| 5Y | +153.0% | +350.4% | -197.4% | +51.6% |
| 10Y | +2,098.3% | +264.7% | +1,833.6% | +1,167.2% |
| All | +9,359.7% | +204.6% | +9,155.1% | +5,113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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