+9,290.5%
FTNT vs XLY
+848.9%
+8,441.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.6% |
| 7D | -0.1% | -1.7% | +1.6% | +1.4% |
| 30D | -3.0% | -4.2% | +1.2% | +0.7% |
| 3M | +7.6% | -2.7% | +10.3% | +9.7% |
| 6M | +87.0% | -0.6% | +87.6% | +84.8% |
| YTD | +96.5% | -5.0% | +101.6% | +102.5% |
| 1Y | +92.9% | -4.1% | +97.0% | +96.7% |
| 3Y | +139.8% | +33.6% | +106.3% | +71.9% |
| 5Y | +151.3% | +28.7% | +122.6% | +86.1% |
| 10Y | +2,082.2% | +219.6% | +1,862.6% | +526.8% |
| All | +9,290.5% | +848.9% | +8,441.6% | +872.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling