-57.6%
FWRD vs SPY
+304.1%
-361.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.2% | +4.3% |
| 7D | -0.4% | -0.6% | +0.2% | +0.8% |
| 30D | +17.2% | -3.7% | +20.9% | +23.3% |
| 3M | -2.3% | -2.7% | +0.4% | +1.4% |
| 6M | +85.7% | +2.2% | +83.5% | +82.1% |
| YTD | -26.7% | +10.8% | -37.5% | -34.5% |
| 1Y | -15.0% | +11.2% | -26.2% | -24.3% |
| 3Y | -71.5% | +76.5% | -148.0% | -84.0% |
| 5Y | -82.2% | +72.9% | -155.2% | -89.8% |
| 10Y | -57.6% | +304.8% | -362.4% | -89.9% |
| All | -57.6% | +304.1% | -361.7% | -89.9% |
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