+90.1%
STM vs FTNT
+50.1%
+40.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -7.9% | -3.5% | -4.4% | -7.2% |
| 30D | -14.1% | -36.5% | +22.4% | -7.9% |
| 3M | -17.6% | -24.7% | +7.1% | -14.4% |
| 6M | -24.2% | +8.3% | -32.6% | -24.6% |
| YTD | +73.3% | +55.6% | +17.7% | +64.9% |
| 1Y | +90.1% | +50.2% | +39.9% | +82.7% |
| All | +90.1% | +50.1% | +40.0% | +82.7% |
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