+431.5%
FNWD vs SPY
+968.1%
-536.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -2.6% |
| 7D | -1.0% | -4.7% | +3.7% | -0.9% |
| 30D | +4.2% | -5.9% | +10.1% | +4.4% |
| 3M | -3.8% | -4.5% | +0.8% | -3.6% |
| 6M | +39.7% | +1.8% | +37.9% | +39.6% |
| YTD | +24.6% | +8.3% | +16.3% | +24.3% |
| 1Y | +31.6% | +9.3% | +22.3% | +31.2% |
| 3Y | +137.4% | +74.9% | +62.5% | +133.9% |
| 5Y | +7.0% | +67.3% | -60.3% | +5.3% |
| 10Y | +67.3% | +311.6% | -244.2% | +63.6% |
| All | +431.5% | +968.1% | -536.6% | +433.4% |
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