-40.7%
FWRG vs SPY
+81.8%
-122.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | +2.1% |
| 7D | +4.9% | -4.7% | +9.6% | +10.4% |
| 30D | +23.7% | -5.9% | +29.6% | +31.9% |
| 3M | +2.0% | -4.5% | +6.6% | +7.0% |
| 6M | +7.7% | +1.8% | +5.9% | +4.4% |
| YTD | -13.0% | +8.3% | -21.3% | -21.4% |
| 1Y | -26.9% | +9.3% | -36.2% | -34.6% |
| 3Y | -23.7% | +74.9% | -98.6% | -59.9% |
| 5Y | -34.8% | +67.3% | -102.1% | -63.5% |
| All | -40.7% | +81.8% | -122.6% | -67.3% |
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 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