+1,828.7%
FTNT vs SWKS
+37.5%
+1,791.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.8% |
| 7D | -3.0% | -2.7% | -0.2% | -2.0% |
| 30D | -37.1% | +8.5% | -45.6% | -39.2% |
| 3M | -23.3% | +17.3% | -40.6% | -29.7% |
| 6M | +7.4% | +25.1% | -17.7% | -6.0% |
| YTD | +54.2% | +33.3% | +20.9% | +28.8% |
| 1Y | +49.7% | +22.9% | +26.8% | +29.2% |
| 3Y | +146.6% | +5.5% | +141.0% | +105.2% |
| 5Y | +75.4% | -41.9% | +117.3% | +91.1% |
| 10Y | +1,828.7% | +32.4% | +1,796.2% | +1,307.3% |
| All | +1,828.7% | +37.5% | +1,791.2% | +1,307.3% |
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