+44.1%
FXA vs SPY
+793.1%
-749.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +2.3% | +0.1% | +2.2% | +2.2% |
| 3M | +1.4% | +2.0% | -0.6% | +0.6% |
| 6M | +2.5% | +13.0% | -10.5% | -2.0% |
| YTD | +8.9% | +13.5% | -4.7% | +3.9% |
| 1Y | +11.8% | +20.0% | -8.1% | +4.6% |
| 3Y | +16.3% | +77.2% | -60.9% | -6.5% |
| 5Y | +1.0% | +81.9% | -80.9% | -20.3% |
| 10Y | +1.3% | +314.1% | -312.7% | -44.1% |
| All | +44.1% | +793.1% | -749.0% | -47.7% |
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