+85.5%
FTNT vs SWK
-25.5%
+110.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.2% |
| 7D | -3.5% | +11.3% | -14.8% | -6.1% |
| 30D | -36.5% | +31.5% | -68.0% | -40.9% |
| 3M | -24.7% | +14.4% | -39.2% | -27.6% |
| 6M | +8.3% | +46.4% | -38.1% | -2.8% |
| YTD | +55.6% | +61.6% | -6.0% | +34.3% |
| 1Y | +50.2% | +78.7% | -28.6% | +25.5% |
| 3Y | +143.2% | +54.4% | +88.8% | +100.0% |
| 5Y | +85.5% | -25.3% | +110.8% | +106.8% |
| All | +85.5% | -25.5% | +110.9% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling