+1,847.7%
FTNT vs SW
+185.4%
+1,662.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.5% | -3.8% | -5.2% |
| 7D | -11.9% | +4.7% | -16.6% | -12.3% |
| 30D | -35.9% | +5.0% | -41.0% | -36.3% |
| 3M | -25.4% | -7.3% | -18.0% | -25.0% |
| 6M | +36.2% | +15.0% | +21.3% | +33.9% |
| YTD | +54.3% | +18.5% | +35.8% | +50.7% |
| 1Y | +42.5% | +27.1% | +15.3% | +38.2% |
| 3Y | +142.7% | +49.3% | +93.4% | +129.5% |
| 5Y | +79.5% | -1.6% | +81.2% | +71.5% |
| All | +1,847.7% | +185.4% | +1,662.3% | +1,699.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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