+294.9%
SCHW vs FTNT
+2,095.7%
-1,800.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.3% |
| 7D | -1.9% | -0.1% | -1.7% | -1.8% |
| 30D | -1.6% | -3.0% | +1.3% | -1.3% |
| 3M | +21.3% | +7.6% | +13.7% | +18.5% |
| 6M | +16.5% | +87.0% | -70.5% | -0.8% |
| YTD | +8.4% | +96.5% | -88.1% | -9.0% |
| 1Y | +15.6% | +92.9% | -77.3% | -2.8% |
| 3Y | +86.8% | +139.8% | -53.0% | +43.9% |
| 5Y | +60.5% | +151.3% | -90.8% | +15.5% |
| All | +294.9% | +2,095.7% | -1,800.8% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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