+6.5%
FINW vs SPY
+73.1%
-66.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | -3.7% | -0.4% | -3.3% | -3.5% |
| 30D | -1.1% | -1.4% | +0.3% | -0.3% |
| 3M | -7.9% | +3.7% | -11.6% | -10.1% |
| 6M | -16.0% | +13.0% | -29.0% | -22.3% |
| YTD | -24.4% | +12.4% | -36.8% | -29.8% |
| 1Y | -30.0% | +18.5% | -48.6% | -37.1% |
| 3Y | +49.0% | +77.6% | -28.6% | +9.0% |
| All | +6.5% | +73.1% | -66.6% | -22.9% |
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