+1,789.3%
FTNT vs SWKS
+33.1%
+1,756.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.4% |
| 7D | -12.7% | -6.2% | -6.5% | -10.6% |
| 30D | -37.2% | -1.5% | -35.7% | -37.2% |
| 3M | -25.8% | +23.0% | -48.7% | -33.3% |
| 6M | +32.1% | +27.6% | +4.5% | +14.7% |
| YTD | +49.7% | +32.3% | +17.3% | +25.3% |
| 1Y | +47.6% | +20.1% | +27.4% | +28.5% |
| 3Y | +137.2% | +0.6% | +136.6% | +101.9% |
| 5Y | +74.2% | -42.3% | +116.5% | +90.2% |
| All | +1,789.3% | +33.1% | +1,756.2% | +1,278.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling