-10.6%
FNWB vs SPY
+322.5%
-333.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.7% |
| 7D | -5.0% | -0.8% | -4.2% | -4.5% |
| 30D | -7.4% | -1.1% | -6.3% | -6.6% |
| 3M | -1.0% | +3.9% | -4.9% | -4.1% |
| 6M | +13.6% | +13.6% | 0.0% | +2.6% |
| YTD | +11.4% | +12.7% | -1.3% | +1.2% |
| 1Y | +47.4% | +17.5% | +29.9% | +29.6% |
| 3Y | -12.5% | +76.9% | -89.5% | -46.0% |
| 5Y | -36.2% | +83.6% | -119.7% | -63.0% |
| All | -10.6% | +322.5% | -333.1% | -75.8% |
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