+670.8%
STM vs FTNT
+2,073.2%
-1,402.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +5.2% | -2.7% | +7.9% | +6.3% |
| 30D | -7.4% | -1.4% | -6.0% | -7.3% |
| 3M | -30.6% | +10.1% | -40.7% | -33.7% |
| 6M | +66.4% | +88.2% | -21.8% | +23.9% |
| YTD | +101.1% | +98.3% | +2.8% | +46.0% |
| 1Y | +97.4% | +96.0% | +1.4% | +43.7% |
| 3Y | +21.1% | +145.8% | -124.6% | -25.7% |
| 5Y | +22.5% | +154.6% | -132.2% | -32.6% |
| All | +670.8% | +2,073.2% | -1,402.4% | +42.4% |
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