+1,828.7%
FTNT vs SWK
+32.9%
+1,795.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.2% | +2.2% |
| 7D | -3.0% | +10.7% | -13.6% | -6.1% |
| 30D | -37.1% | +33.3% | -70.5% | -42.9% |
| 3M | -23.3% | +14.7% | -38.0% | -27.1% |
| 6M | +7.4% | +48.5% | -41.2% | -6.8% |
| YTD | +54.2% | +63.9% | -9.7% | +27.8% |
| 1Y | +49.7% | +80.4% | -30.7% | +19.6% |
| 3Y | +146.6% | +58.1% | +88.4% | +94.8% |
| 5Y | +75.4% | -24.5% | +99.9% | +78.9% |
| 10Y | +1,828.7% | +29.5% | +1,799.2% | +1,285.4% |
| All | +1,828.7% | +32.9% | +1,795.8% | +1,285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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