+311.2%
SPY vs FTNT
+2,134.8%
-1,823.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -2.0% | +1.6% | -3.6% | -2.3% |
| 30D | -1.7% | -1.9% | +0.2% | -1.5% |
| 3M | +4.7% | +14.4% | -9.6% | +0.9% |
| 6M | +12.5% | +88.7% | -76.2% | -4.7% |
| YTD | +11.7% | +100.0% | -88.3% | -7.0% |
| 1Y | +17.5% | +99.9% | -82.4% | -2.3% |
| 3Y | +76.6% | +147.9% | -71.4% | +34.2% |
| 5Y | +82.0% | +155.8% | -73.8% | +29.2% |
| All | +311.2% | +2,134.8% | -1,823.6% | +71.1% |
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