+69.6%
FNWD vs SPY
+304.1%
-234.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | +7.0% | -3.7% | +10.7% | +7.5% |
| 3M | -0.1% | -2.7% | +2.6% | +0.2% |
| 6M | +39.6% | +2.2% | +37.4% | +39.2% |
| YTD | +26.4% | +10.8% | +15.5% | +24.7% |
| 1Y | +33.6% | +11.2% | +22.4% | +31.8% |
| 3Y | +133.4% | +76.5% | +56.9% | +119.6% |
| 5Y | +4.7% | +72.9% | -68.2% | -1.7% |
| 10Y | +69.6% | +304.8% | -235.2% | +34.8% |
| All | +69.6% | +304.1% | -234.5% | +34.8% |
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