+9,303.7%
FTNT vs SW
+687.4%
+8,616.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -5.8% | -5.1% | -0.8% | -5.6% |
| 30D | -4.8% | -4.6% | -0.2% | -4.6% |
| 3M | +4.4% | +9.4% | -5.0% | +3.7% |
| 6M | +88.8% | +3.5% | +85.3% | +87.8% |
| YTD | +96.8% | +22.0% | +74.8% | +93.8% |
| 1Y | +104.5% | +2.2% | +102.3% | +103.2% |
| 3Y | +156.8% | +19.6% | +137.2% | +151.2% |
| 5Y | +144.1% | -2.3% | +146.4% | +137.3% |
| 10Y | +2,021.8% | +181.4% | +1,840.4% | +1,924.7% |
| All | +9,303.7% | +687.4% | +8,616.4% | +9,879.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling