+68.5%
FNWD vs SPY
+312.9%
-244.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +1.0% | -2.7% | +3.7% | +1.4% |
| 30D | +6.2% | -5.4% | +11.6% | +6.9% |
| 3M | -1.3% | -4.1% | +2.7% | -0.8% |
| 6M | +41.8% | +0.7% | +41.1% | +41.6% |
| YTD | +25.5% | +8.7% | +16.8% | +24.2% |
| 1Y | +33.4% | +10.9% | +22.6% | +31.7% |
| 3Y | +129.4% | +75.0% | +54.4% | +116.1% |
| 5Y | +7.7% | +67.8% | -60.1% | +1.4% |
| All | +68.5% | +312.9% | -244.4% | +35.3% |
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