+29.6%
SNOW vs FTNT
+553.5%
-523.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.9% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -1.0% | -3.0% | +2.0% | +0.5% |
| 3M | +36.9% | +7.6% | +29.3% | +29.7% |
| 6M | +83.4% | +87.0% | -3.6% | +23.2% |
| YTD | +50.0% | +96.5% | -46.6% | -2.1% |
| 1Y | +46.5% | +92.9% | -46.4% | -3.7% |
| 3Y | +93.3% | +139.8% | -46.5% | +2.7% |
| 5Y | +3.3% | +151.3% | -148.0% | -52.0% |
| All | +29.6% | +553.5% | -523.9% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 10y: compounded portfolio wealth divided by compounded FTNT 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…
10y analysis · Full analysis span regression · 6 months rolling