+85.5%
FTNT vs SW
+2.5%
+83.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -3.5% | +2.2% | -5.7% | -3.7% |
| 30D | -36.5% | +7.4% | -44.0% | -37.1% |
| 3M | -24.7% | -5.9% | -18.8% | -24.4% |
| 6M | +8.3% | +9.0% | -0.6% | +6.7% |
| YTD | +55.6% | +18.1% | +37.5% | +51.2% |
| 1Y | +50.2% | +28.7% | +21.5% | +44.4% |
| 3Y | +143.2% | +48.8% | +94.4% | +126.3% |
| 5Y | +85.5% | +2.5% | +83.0% | +69.2% |
| All | +85.5% | +2.5% | +83.0% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling