+15.6%
FINW vs SPY
+70.7%
-55.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.2% |
| 7D | +12.5% | -0.6% | +13.0% | +12.8% |
| 30D | +33.8% | -3.7% | +37.5% | +36.5% |
| 3M | +7.3% | -2.7% | +10.0% | +8.8% |
| 6M | +8.7% | +2.2% | +6.5% | +6.8% |
| YTD | -18.0% | +10.8% | -28.8% | -23.4% |
| 1Y | -22.3% | +11.2% | -33.5% | -27.5% |
| 3Y | +43.5% | +76.5% | -33.0% | +5.3% |
| All | +15.6% | +70.7% | -55.2% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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