+139.8%
FTNT vs SYY
+29.1%
+110.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -1.7% |
| 7D | -0.1% | +3.9% | -4.1% | 0.0% |
| 30D | -3.0% | -1.7% | -1.2% | -3.0% |
| 3M | +7.6% | +5.2% | +2.4% | +7.7% |
| 6M | +87.0% | -0.2% | +87.2% | +87.6% |
| YTD | +96.5% | +15.4% | +81.2% | +95.4% |
| 1Y | +92.9% | +5.6% | +87.4% | +93.5% |
| 3Y | +139.8% | +28.9% | +111.0% | +141.0% |
| All | +139.8% | +29.1% | +110.7% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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