-56.6%
CURR vs SPY
+34.6%
-91.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -10.8% | -2.7% | -8.1% | -10.4% |
| 30D | -31.8% | -5.4% | -26.4% | -30.8% |
| 3M | -37.8% | -4.1% | -33.7% | -37.3% |
| 6M | -51.3% | +0.7% | -52.0% | -51.5% |
| YTD | +5.6% | +8.7% | -3.1% | +3.3% |
| 1Y | -35.1% | +10.9% | -45.9% | -36.5% |
| All | -56.6% | +34.6% | -91.2% | -72.3% |
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 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