-58.4%
CURR vs SPY
+38.1%
-96.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | -4.2% | +2.6% | -6.8% | -4.9% |
| 30D | -34.7% | -2.0% | -32.7% | -34.3% |
| 3M | -49.6% | -2.8% | -46.8% | -49.3% |
| 6M | -59.4% | +2.1% | -61.6% | -59.8% |
| YTD | +1.1% | +11.5% | -10.4% | -1.7% |
| 1Y | -41.6% | +13.5% | -55.1% | -43.3% |
| All | -58.4% | +38.1% | -96.5% | -73.6% |
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