+8,725.0%
FTNT vs SCHG
+1,121.7%
+7,603.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.5% |
| 7D | +1.6% | -2.7% | +4.3% | +4.8% |
| 30D | -1.9% | -2.2% | +0.3% | +0.8% |
| 3M | +14.4% | +6.2% | +8.2% | +7.0% |
| 6M | +88.7% | +13.4% | +75.3% | +63.5% |
| YTD | +100.0% | +7.1% | +92.9% | +84.9% |
| 1Y | +99.9% | +12.5% | +87.3% | +74.6% |
| 3Y | +147.9% | +86.2% | +61.8% | +18.4% |
| 5Y | +155.8% | +83.9% | +71.9% | +27.3% |
| 10Y | +2,121.1% | +451.3% | +1,669.8% | +205.8% |
| All | +8,725.0% | +1,121.7% | +7,603.3% | +414.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling