-58.9%
FWRD vs SPY
+312.9%
-371.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -2.1% |
| 7D | -5.6% | -2.7% | -2.9% | -2.0% |
| 30D | +8.3% | -5.4% | +13.7% | +16.3% |
| 3M | -6.5% | -4.1% | -2.4% | -1.2% |
| 6M | -9.4% | +0.7% | -10.1% | -10.3% |
| YTD | -33.4% | +8.7% | -42.1% | -39.1% |
| 1Y | -20.4% | +10.9% | -31.3% | -28.8% |
| 3Y | -75.1% | +75.0% | -150.1% | -85.8% |
| 5Y | -83.9% | +67.8% | -151.7% | -90.4% |
| All | -58.9% | +312.9% | -371.7% | -90.7% |
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