+0.4%
FKWL vs SPY
+322.5%
-322.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | -2.5% | -1.1% | -1.4% | -2.3% |
| 3M | -13.1% | +3.9% | -17.0% | -13.9% |
| 6M | -36.4% | +13.6% | -50.0% | -38.1% |
| YTD | -45.5% | +12.7% | -58.2% | -46.9% |
| 1Y | -40.9% | +17.5% | -58.4% | -43.0% |
| 3Y | -24.6% | +76.9% | -101.5% | -33.4% |
| 5Y | -72.9% | +83.6% | -156.4% | -76.4% |
| All | +0.4% | +322.5% | -322.1% | -31.6% |
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