+17.0%
FNWD vs SPY
+82.0%
-65.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -3.0% | +0.1% | -3.1% | -3.0% |
| 3M | +34.8% | +2.0% | +32.8% | +34.3% |
| 6M | +23.4% | +13.0% | +10.3% | +20.8% |
| YTD | +25.6% | +13.5% | +12.1% | +22.9% |
| 1Y | +37.1% | +20.0% | +17.1% | +33.0% |
| 3Y | +130.2% | +77.2% | +53.0% | +113.1% |
| All | +17.0% | +82.0% | -65.1% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling