+504.0%
STX vs FTNT
+89.0%
+415.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.7% | +6.3% | +9.0% |
| 7D | -1.0% | -1.0% | 0.0% | -0.4% |
| 30D | -26.8% | -33.6% | +6.9% | -19.1% |
| 3M | -32.7% | -20.9% | -11.8% | -29.5% |
| 6M | -33.7% | +11.0% | -44.7% | -36.6% |
| YTD | +101.0% | +61.3% | +39.7% | +71.2% |
| 1Y | +92.7% | +53.1% | +39.6% | +66.6% |
| 3Y | +708.7% | +152.1% | +556.6% | +484.7% |
| 5Y | +504.0% | +90.1% | +413.9% | +339.8% |
| All | +504.0% | +89.0% | +415.0% | +339.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling