+2,111.2%
FTNT vs SHW
+281.7%
+1,829.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | +1.6% | -4.5% | +6.1% | +3.6% |
| 30D | -1.9% | -12.7% | +10.8% | +4.0% |
| 3M | +14.4% | +4.7% | +9.7% | +11.0% |
| 6M | +88.7% | -3.4% | +92.1% | +88.0% |
| YTD | +100.0% | -1.3% | +101.4% | +95.9% |
| 1Y | +99.9% | -10.4% | +110.2% | +104.5% |
| 3Y | +147.9% | +20.1% | +127.8% | +113.5% |
| 5Y | +155.8% | +10.5% | +145.3% | +125.1% |
| All | +2,111.2% | +281.7% | +1,829.5% | +1,107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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