+3,574.7%
STX vs FTNT
+2,111.9%
+1,462.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | +9.6% | +1.7% | +7.8% | +9.0% |
| 30D | +10.6% | -4.3% | +14.9% | +11.6% |
| 3M | +4.8% | +13.6% | -8.8% | +0.7% |
| 6M | +137.3% | +87.6% | +49.7% | +94.7% |
| YTD | +222.5% | +98.0% | +124.5% | +159.5% |
| 1Y | +366.2% | +96.9% | +269.3% | +275.3% |
| 3Y | +1,352.9% | +145.4% | +1,207.5% | +953.9% |
| 5Y | +1,077.4% | +153.0% | +924.5% | +695.0% |
| All | +3,574.7% | +2,111.9% | +1,462.8% | +1,065.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling