+94.8%
SNOW vs FTNT
+142.5%
-47.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +8.4% | +1.7% | +6.6% | +7.5% |
| 30D | -1.0% | -4.3% | +3.3% | +1.0% |
| 3M | +38.3% | +13.6% | +24.7% | +29.0% |
| 6M | +81.3% | +87.6% | -6.3% | +33.0% |
| YTD | +51.1% | +98.0% | -46.9% | +8.5% |
| 1Y | +47.0% | +96.9% | -50.0% | +5.6% |
| All | +94.8% | +142.5% | -47.8% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling