+98.8%
STM vs FTNT
+98.7%
+0.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | -1.1% | +1.6% | -2.6% | -1.5% |
| 30D | -7.8% | -1.9% | -5.9% | -7.5% |
| 3M | -28.2% | +14.4% | -42.6% | -30.3% |
| 6M | +52.0% | +88.7% | -36.7% | +36.2% |
| YTD | +96.4% | +100.0% | -3.7% | +71.7% |
| 1Y | +98.8% | +99.9% | -1.0% | +75.5% |
| All | +98.8% | +98.7% | +0.1% | +75.5% |
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