-72.4%
FWRD vs SPY
+78.0%
-150.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.7% | +1.5% |
| 7D | -3.7% | +0.1% | -3.7% | -3.2% |
| 30D | +12.9% | -3.3% | +16.2% | +21.2% |
| 3M | -8.8% | -2.4% | -6.4% | -4.1% |
| 6M | +78.8% | +2.6% | +76.3% | +70.6% |
| YTD | -29.4% | +11.2% | -40.6% | -42.5% |
| 1Y | -15.6% | +13.4% | -29.0% | -33.8% |
| 3Y | -72.4% | +79.9% | -152.3% | -89.1% |
| All | -72.4% | +78.0% | -150.4% | -89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling