+2,072.5%
FTNT vs SCHG
+459.0%
+1,613.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.7% |
| 7D | -0.1% | -1.0% | +0.9% | +1.0% |
| 30D | -3.0% | -1.3% | -1.7% | -1.5% |
| 3M | +7.6% | +5.4% | +2.1% | +1.5% |
| 6M | +87.0% | +14.4% | +72.5% | +61.1% |
| YTD | +96.5% | +8.0% | +88.5% | +80.4% |
| 1Y | +92.9% | +12.7% | +80.2% | +69.0% |
| 3Y | +139.8% | +85.6% | +54.2% | +17.2% |
| 5Y | +151.3% | +85.5% | +65.8% | +26.3% |
| All | +2,072.5% | +459.0% | +1,613.5% | +219.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling