+104.5%
FTNT vs XLY
-0.5%
+104.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | -5.8% | -2.0% | -3.9% | -5.1% |
| 30D | -4.8% | -3.1% | -1.6% | -3.5% |
| 3M | +4.4% | -1.8% | +6.2% | +5.1% |
| 6M | +88.8% | -0.9% | +89.7% | +88.3% |
| YTD | +96.8% | -3.4% | +100.2% | +100.0% |
| 1Y | +104.5% | -1.5% | +106.0% | +107.3% |
| All | +104.5% | -0.5% | +104.9% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling