+823.0%
SPY vs FTNT
+9,148.2%
-8,325.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.4% | +1.7% | -2.1% | -0.7% |
| 30D | -1.4% | -4.3% | +2.9% | -0.7% |
| 3M | +3.7% | +13.6% | -9.9% | +0.6% |
| 6M | +13.0% | +87.6% | -74.6% | -2.0% |
| YTD | +12.4% | +98.0% | -85.6% | -3.8% |
| 1Y | +18.5% | +96.9% | -78.4% | +1.4% |
| 3Y | +77.6% | +145.4% | -67.8% | +41.1% |
| 5Y | +81.7% | +153.0% | -71.3% | +37.6% |
| 10Y | +319.7% | +2,098.3% | -1,778.6% | +104.4% |
| All | +823.0% | +9,148.2% | -8,325.2% | +218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling