+139.8%
FTNT vs SCHG
+86.3%
+53.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.5% |
| 7D | -0.1% | -1.0% | +0.9% | +0.7% |
| 30D | -3.0% | -1.3% | -1.7% | -1.8% |
| 3M | +7.6% | +5.4% | +2.1% | +2.9% |
| 6M | +87.0% | +14.4% | +72.5% | +66.9% |
| YTD | +96.5% | +8.0% | +88.5% | +84.4% |
| 1Y | +92.9% | +12.7% | +80.2% | +74.8% |
| 3Y | +139.8% | +85.6% | +54.2% | +50.6% |
| All | +139.8% | +86.3% | +53.6% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling