+35.9%
FXA vs SPY
+776.9%
-741.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -1.3% | +2.6% | -3.9% | -2.2% |
| 30D | -2.7% | -2.0% | -0.7% | -2.1% |
| 3M | -3.6% | -2.8% | -0.9% | -2.7% |
| 6M | -5.9% | +2.1% | -8.0% | -6.7% |
| YTD | +2.6% | +11.5% | -8.9% | -1.5% |
| 1Y | +5.0% | +13.5% | -8.4% | +0.2% |
| 3Y | +10.4% | +77.7% | -67.3% | -11.3% |
| 5Y | -3.2% | +72.6% | -75.8% | -22.2% |
| 10Y | -4.3% | +308.2% | -312.4% | -47.0% |
| All | +35.9% | +776.9% | -741.1% | -50.4% |
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