-0.6%
FXC vs SPY
+12.3%
-13.0%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.1% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +1.0% | -3.3% | +4.4% | +1.2% |
| 3M | -1.2% | -2.4% | +1.2% | -1.1% |
| 6M | -3.1% | +2.6% | -5.6% | -3.2% |
| YTD | -2.7% | +11.2% | -13.9% | -3.5% |
| All | -0.6% | +12.3% | -13.0% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling