+307.8%
SPY vs FTNT
+1,887.8%
-1,580.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | 0.0% |
| 7D | +2.6% | +7.1% | -4.5% | +1.0% |
| 30D | -2.0% | -30.9% | +28.9% | +5.7% |
| 3M | -2.8% | -23.1% | +20.3% | +1.7% |
| 6M | +2.1% | +8.1% | -6.0% | -1.8% |
| YTD | +11.5% | +60.2% | -48.7% | -3.7% |
| 1Y | +13.5% | +57.0% | -43.5% | -1.5% |
| 3Y | +77.7% | +152.9% | -75.2% | +31.7% |
| 5Y | +72.6% | +85.9% | -13.3% | +30.8% |
| All | +307.8% | +1,887.8% | -1,580.0% | +67.9% |
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