-9.7%
FNWB vs SPY
+356.5%
-366.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -1.5% | +2.6% | -4.1% | -3.3% |
| 30D | +0.9% | -2.0% | +2.9% | +2.2% |
| 3M | -13.9% | -2.8% | -11.1% | -12.3% |
| 6M | +6.1% | +2.1% | +3.9% | +4.0% |
| YTD | +4.3% | +11.5% | -7.2% | -4.2% |
| 1Y | +5.8% | +13.5% | -7.6% | -4.0% |
| 3Y | -28.0% | +77.7% | -105.7% | -54.2% |
| 5Y | -44.3% | +72.6% | -116.9% | -64.5% |
| 10Y | -22.8% | +308.2% | -331.0% | -73.9% |
| All | -9.7% | +356.5% | -366.2% | -70.2% |
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