+14.1%
FINW vs SPY
+73.0%
-58.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -2.0% |
| 7D | +6.3% | -0.9% | +7.2% | +6.7% |
| 30D | +32.7% | -2.4% | +35.0% | +34.3% |
| 3M | +5.6% | -1.2% | +6.7% | +6.1% |
| 6M | +8.7% | +3.3% | +5.4% | +6.1% |
| YTD | -19.0% | +12.3% | -31.3% | -24.9% |
| 1Y | -23.1% | +12.4% | -35.5% | -28.7% |
| 3Y | +41.8% | +78.8% | -37.1% | +3.2% |
| All | +14.1% | +73.0% | -58.8% | -17.5% |
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