+20.7%
FIW vs SPY
+79.8%
-59.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.9% |
| 7D | -3.6% | -2.0% | -1.6% | -1.9% |
| 30D | -7.3% | -1.7% | -5.6% | -5.9% |
| 3M | +1.6% | +4.7% | -3.2% | -2.5% |
| 6M | -1.3% | +12.5% | -13.8% | -11.1% |
| YTD | -3.1% | +11.7% | -14.8% | -12.2% |
| 1Y | -5.0% | +17.5% | -22.5% | -17.7% |
| 3Y | +24.6% | +76.6% | -51.9% | -26.2% |
| 5Y | +20.7% | +82.0% | -61.3% | -31.5% |
| All | +20.7% | +79.8% | -59.0% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling