+51.8%
FTNT vs SWKS
+14.2%
+37.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.1% |
| 7D | -25.7% | -4.9% | -20.7% | -25.6% |
| 30D | -29.7% | -1.2% | -28.5% | -29.7% |
| 3M | -23.1% | +24.2% | -47.3% | -25.3% |
| 6M | +45.0% | +21.5% | +23.5% | +40.8% |
| YTD | +62.9% | +33.5% | +29.4% | +54.2% |
| 1Y | +51.8% | +18.9% | +32.9% | +49.6% |
| All | +51.8% | +14.2% | +37.7% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling