-45.5%
FWRG vs SPY
+90.6%
-136.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.4% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -6.3% | +0.1% | -6.4% | -6.4% |
| 3M | +17.7% | +2.0% | +15.7% | +14.7% |
| 6M | +0.8% | +13.0% | -12.3% | -12.7% |
| YTD | -20.1% | +13.5% | -33.6% | -31.3% |
| 1Y | -35.4% | +20.0% | -55.4% | -47.9% |
| 3Y | -36.8% | +77.2% | -114.0% | -67.1% |
| All | -45.5% | +90.6% | -136.1% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling