+6,311.3%
STX vs FTNT
+7,520.0%
-1,208.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | +16.8% | +5.7% | +11.1% | +15.2% |
| 30D | -27.0% | -32.1% | +5.1% | -19.2% |
| 3M | -37.9% | -19.5% | -18.4% | -34.9% |
| 6M | -32.5% | +13.8% | -46.3% | -36.0% |
| YTD | +98.6% | +63.1% | +35.5% | +67.7% |
| 1Y | +93.6% | +57.7% | +35.9% | +65.1% |
| 3Y | +699.1% | +154.9% | +544.2% | +472.0% |
| 5Y | +481.0% | +89.3% | +391.7% | +330.3% |
| 10Y | +2,082.0% | +1,933.0% | +149.1% | +665.9% |
| All | +6,311.3% | +7,520.0% | -1,208.7% | +1,145.6% |
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 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