+51.8%
FTNT vs SCHG
+5.5%
+46.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | -0.4% |
| 7D | -25.7% | -2.5% | -23.1% | -23.3% |
| 30D | -29.7% | -5.4% | -24.3% | -25.3% |
| 3M | -23.1% | -2.2% | -21.0% | -20.8% |
| 6M | +45.0% | +5.2% | +39.8% | +40.6% |
| YTD | +62.9% | +6.8% | +56.2% | +58.3% |
| 1Y | +51.8% | +5.9% | +45.9% | +48.7% |
| All | +51.8% | +5.5% | +46.3% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling