+2,012.0%
FTNT vs SWKS
+25.6%
+1,986.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | -1.4% |
| 7D | -5.8% | +12.5% | -18.4% | -10.3% |
| 30D | -4.8% | +10.5% | -15.3% | -8.7% |
| 3M | +4.4% | -7.4% | +11.8% | +6.1% |
| 6M | +88.8% | +32.7% | +56.1% | +62.8% |
| YTD | +96.8% | +19.2% | +77.7% | +75.7% |
| 1Y | +104.5% | +2.4% | +102.1% | +93.3% |
| 3Y | +156.8% | -25.6% | +182.4% | +156.2% |
| 5Y | +144.1% | -53.4% | +197.5% | +196.9% |
| All | +2,012.0% | +25.6% | +1,986.4% | +1,520.4% |
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