+1,868.3%
FTNT vs SWKS
+31.8%
+1,836.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -3.5% | -3.1% | -0.4% | -2.4% |
| 30D | -36.5% | +8.3% | -44.9% | -38.6% |
| 3M | -24.7% | +20.2% | -45.0% | -31.6% |
| 6M | +8.3% | +24.9% | -16.6% | -5.1% |
| YTD | +55.6% | +33.2% | +22.5% | +30.0% |
| 1Y | +50.2% | +23.6% | +26.6% | +29.3% |
| 3Y | +143.2% | +1.3% | +141.9% | +106.6% |
| 5Y | +85.5% | -40.6% | +126.0% | +99.9% |
| 10Y | +1,868.3% | +35.3% | +1,833.0% | +1,333.1% |
| All | +1,868.3% | +31.8% | +1,836.5% | +1,333.1% |
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