+1,910.4%
FTNT vs SWK
+18.1%
+1,892.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +7.1% | -1.4% | +8.4% | +7.5% |
| 30D | -30.9% | +25.5% | -56.3% | -36.1% |
| 3M | -23.1% | +11.8% | -34.9% | -26.4% |
| 6M | +8.1% | +48.7% | -40.6% | -6.3% |
| YTD | +60.2% | +57.2% | +3.0% | +34.3% |
| 1Y | +57.0% | +75.3% | -18.3% | +26.4% |
| 3Y | +152.9% | +51.9% | +101.0% | +102.0% |
| 5Y | +85.9% | -30.7% | +116.6% | +95.4% |
| All | +1,910.4% | +18.1% | +1,892.3% | +1,287.7% |
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