+69.2%
FTNT vs SUI
-26.3%
+95.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.5% |
| 7D | -12.7% | +6.2% | -18.9% | -14.5% |
| 30D | -37.2% | +8.6% | -45.8% | -39.2% |
| 3M | -25.8% | +1.0% | -26.8% | -26.4% |
| 6M | +32.1% | -2.6% | +34.7% | +32.2% |
| YTD | +49.7% | -0.1% | +49.8% | +47.5% |
| 1Y | +47.6% | +0.5% | +47.1% | +45.0% |
| 3Y | +137.2% | +15.3% | +122.0% | +107.9% |
| All | +69.2% | -26.3% | +95.5% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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