-58.8%
FWRD vs SPY
+313.2%
-371.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -0.4% | +10.1% | +10.2% |
| 7D | +5.3% | +0.1% | +5.2% | +5.1% |
| 30D | +16.1% | +0.1% | +16.0% | +16.1% |
| 3M | +72.9% | +2.0% | +70.9% | +68.7% |
| 6M | -27.3% | +13.0% | -40.3% | -37.1% |
| YTD | -28.4% | +13.5% | -42.0% | -38.1% |
| 1Y | -41.1% | +20.0% | -61.1% | -52.4% |
| 3Y | -75.0% | +77.2% | -152.2% | -86.1% |
| 5Y | -79.5% | +81.9% | -161.4% | -88.9% |
| All | -58.8% | +313.2% | -371.9% | -91.0% |
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