+100.6%
FTNT vs SUNB
+1.3%
+99.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.0% |
| 7D | +1.6% | +10.9% | -9.3% | +3.3% |
| 30D | -1.9% | -9.1% | +7.3% | -3.6% |
| 3M | +14.4% | -7.6% | +22.0% | +12.9% |
| 6M | +88.7% | +2.2% | +86.4% | +93.1% |
| All | +100.6% | +1.3% | +99.3% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 3y: compounded portfolio wealth divided by compounded SUNB 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…
3y analysis · Full analysis span regression · 6 months rolling