+17.5%
SPY vs FTNT
+95.0%
-77.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.0% |
| 7D | -0.8% | -0.1% | -0.6% | -0.8% |
| 30D | -1.1% | -3.0% | +1.9% | -0.9% |
| 3M | +3.9% | +7.6% | -3.7% | +2.9% |
| 6M | +13.6% | +87.0% | -73.3% | +6.0% |
| YTD | +12.7% | +96.5% | -83.9% | +3.9% |
| 1Y | +17.5% | +92.9% | -75.4% | +9.0% |
| All | +17.5% | +95.0% | -77.5% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling