+96.5%
STM vs FTNT
+49.6%
+46.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.0% | -7.1% | -6.2% |
| 7D | -6.0% | -25.7% | +19.7% | -2.2% |
| 30D | -20.9% | -29.7% | +8.8% | -16.7% |
| 3M | -15.8% | -23.1% | +7.4% | -12.7% |
| 6M | -17.0% | +45.0% | -62.0% | -19.3% |
| YTD | +76.8% | +62.9% | +13.9% | +65.5% |
| 1Y | +96.5% | +51.8% | +44.7% | +88.6% |
| All | +96.5% | +49.6% | +46.9% | +88.6% |
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