+1,383.2%
STX vs FTNT
+149.8%
+1,233.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.7% | +6.3% |
| 7D | +10.7% | -2.7% | +13.5% | +11.4% |
| 30D | +11.3% | -1.4% | +12.6% | +11.3% |
| 3M | +3.2% | +10.1% | -6.9% | +1.1% |
| 6M | +157.0% | +88.2% | +68.8% | +125.0% |
| YTD | +229.2% | +98.3% | +130.9% | +183.8% |
| 1Y | +381.8% | +96.0% | +285.9% | +316.2% |
| 3Y | +1,383.2% | +145.8% | +1,237.4% | +1,163.0% |
| All | +1,383.2% | +149.8% | +1,233.4% | +1,163.0% |
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