-72.7%
FWRD vs SPY
+78.1%
-150.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +2.0% |
| 7D | +4.5% | +2.6% | +1.9% | -0.7% |
| 30D | +12.0% | -2.0% | +14.0% | +16.8% |
| 3M | -13.9% | -2.8% | -11.1% | -9.1% |
| 6M | +99.0% | +2.1% | +96.8% | +91.0% |
| YTD | -30.4% | +11.5% | -41.9% | -43.8% |
| 1Y | -18.1% | +13.5% | -31.5% | -36.1% |
| 3Y | -72.7% | +77.7% | -150.4% | -89.3% |
| All | -72.7% | +78.1% | -150.8% | -89.3% |
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