+10.3%
STM vs FTNT
+147.1%
-136.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -7.9% | -3.5% | -4.4% | -7.0% |
| 30D | -14.1% | -36.5% | +22.4% | -4.9% |
| 3M | -17.6% | -24.7% | +7.1% | -13.1% |
| 6M | -24.2% | +8.3% | -32.6% | -27.1% |
| YTD | +73.3% | +55.6% | +17.7% | +50.2% |
| 1Y | +90.1% | +50.2% | +39.9% | +66.3% |
| 3Y | +10.3% | +143.2% | -132.8% | -11.3% |
| All | +10.3% | +147.1% | -136.8% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling