+16.1%
FKWL vs SPY
+634.1%
-618.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | -1.6% | -0.4% | -1.3% | -1.6% |
| 30D | +2.1% | -1.4% | +3.5% | +2.2% |
| 3M | -12.9% | +3.7% | -16.7% | -13.0% |
| 6M | -36.1% | +13.0% | -49.1% | -36.4% |
| YTD | -44.6% | +12.4% | -57.0% | -44.8% |
| 1Y | -40.2% | +18.5% | -58.8% | -40.6% |
| 3Y | -21.3% | +77.6% | -99.0% | -22.5% |
| 5Y | -71.9% | +81.7% | -153.6% | -72.4% |
| 10Y | +2.0% | +319.7% | -317.6% | +5.5% |
| All | +16.1% | +634.1% | -618.0% | +69.7% |
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