+3,476.8%
STX vs FTNT
+2,134.8%
+1,342.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.0% |
| 7D | +8.0% | +1.6% | +6.4% | +7.5% |
| 30D | +5.1% | -1.9% | +7.0% | +5.3% |
| 3M | +5.8% | +14.4% | -8.6% | +1.4% |
| 6M | +124.9% | +88.7% | +36.3% | +84.3% |
| YTD | +213.9% | +100.0% | +113.9% | +151.9% |
| 1Y | +350.4% | +99.9% | +250.5% | +261.0% |
| 3Y | +1,314.2% | +147.9% | +1,166.3% | +922.7% |
| 5Y | +1,092.8% | +155.8% | +937.0% | +702.7% |
| All | +3,476.8% | +2,134.8% | +1,342.0% | +1,031.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling