+489.2%
SPCX vs FTNT
+82.5%
+406.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +8.6% |
| 7D | +3.6% | +7.1% | -3.4% | -30.0% |
| 30D | -8.6% | -30.9% | +22.3% | +194.9% |
| 3M | -1.5% | -23.1% | +21.6% | -21.9% |
| 6M | +532.9% | +54.6% | +478.3% | -39.7% |
| YTD | +538.6% | +60.2% | +478.3% | -39.1% |
| 1Y | +442.9% | +57.0% | +385.9% | -48.3% |
| All | +489.2% | +82.5% | +406.7% | -42.0% |
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