+9,374.7%
FTNT vs SYY
+370.8%
+9,004.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -2.7% | -2.8% | +0.1% | -1.8% |
| 30D | -1.4% | -5.3% | +3.9% | +0.4% |
| 3M | +10.1% | +5.1% | +5.0% | +7.8% |
| 6M | +88.2% | -5.0% | +93.2% | +89.1% |
| YTD | +98.3% | +10.7% | +87.6% | +87.2% |
| 1Y | +96.0% | +0.7% | +95.3% | +91.2% |
| 3Y | +145.8% | +24.0% | +121.7% | +117.4% |
| 5Y | +154.6% | +19.3% | +135.4% | +130.1% |
| 10Y | +2,063.6% | +96.4% | +1,967.2% | +1,305.3% |
| All | +9,374.7% | +370.8% | +9,004.0% | +3,458.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling