+791.4%
STM vs FTNT
+9,093.5%
-8,302.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | -5.8% | +11.6% | +8.1% |
| 30D | -1.0% | -4.8% | +3.8% | +0.4% |
| 3M | -33.3% | +4.4% | -37.7% | -34.6% |
| 6M | +57.4% | +88.8% | -31.4% | +20.4% |
| YTD | +102.2% | +96.8% | +5.4% | +51.9% |
| 1Y | +99.6% | +104.5% | -4.9% | +47.4% |
| 3Y | +14.5% | +156.8% | -142.2% | -27.1% |
| 5Y | +21.4% | +144.1% | -122.7% | -25.7% |
| 10Y | +695.0% | +2,021.8% | -1,326.8% | +107.6% |
| All | +791.4% | +9,093.5% | -8,302.1% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling