+59.5%
SCHW vs FTNT
+151.3%
-91.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | -1.9% | -0.1% | -1.7% | -1.8% |
| 30D | -1.6% | -3.0% | +1.3% | -1.4% |
| 3M | +21.3% | +7.6% | +13.7% | +19.0% |
| 6M | +16.5% | +87.0% | -70.5% | +1.8% |
| YTD | +8.4% | +96.5% | -88.1% | -6.5% |
| 1Y | +15.6% | +92.9% | -77.3% | -0.2% |
| 3Y | +86.8% | +139.8% | -53.0% | +50.1% |
| All | +59.5% | +151.3% | -91.8% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling