+152.4%
FTNT vs SW
+19.6%
+132.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -5.8% | -5.1% | -0.8% | -5.4% |
| 30D | -4.8% | -4.6% | -0.2% | -4.4% |
| 3M | +4.4% | +9.4% | -5.0% | +3.1% |
| 6M | +88.8% | +3.5% | +85.3% | +87.2% |
| YTD | +96.8% | +22.0% | +74.8% | +91.4% |
| 1Y | +104.5% | +2.2% | +102.3% | +102.3% |
| All | +152.4% | +19.6% | +132.9% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling