+9.9%
FINW vs SPY
+74.9%
-65.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -0.8% | +0.1% | -0.9% | -0.9% |
| 3M | -3.0% | +2.0% | -5.0% | -4.4% |
| 6M | -16.5% | +13.0% | -29.5% | -22.7% |
| YTD | -22.0% | +13.5% | -35.6% | -28.0% |
| 1Y | -28.1% | +20.0% | -48.1% | -35.8% |
| 3Y | +43.3% | +77.2% | -33.9% | +4.9% |
| All | +9.9% | +74.9% | -65.1% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling