+77.3%
SPY vs FTNT
+142.9%
-65.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +0.5% | -2.7% | +3.3% | +0.9% |
| 30D | -0.9% | -1.4% | +0.4% | -0.9% |
| 3M | +3.9% | +10.1% | -6.2% | +2.1% |
| 6M | +14.5% | +88.2% | -73.7% | +3.0% |
| YTD | +12.9% | +98.3% | -85.4% | +0.5% |
| 1Y | +19.4% | +96.0% | -76.6% | +6.3% |
| All | +77.3% | +142.9% | -65.6% | +61.2% |
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