-8.1%
FXC vs SPY
+793.1%
-801.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.5% | +0.1% | +0.3% | +0.4% |
| 30D | +1.4% | +0.1% | +1.4% | +1.4% |
| 3M | +0.6% | +2.0% | -1.4% | +0.1% |
| 6M | -1.2% | +13.0% | -14.2% | -3.9% |
| YTD | -0.6% | +13.5% | -14.2% | -3.4% |
| 1Y | +0.2% | +20.0% | -19.8% | -3.8% |
| 3Y | +1.7% | +77.2% | -75.5% | -11.1% |
| 5Y | -5.0% | +81.9% | -86.9% | -18.0% |
| 10Y | -1.0% | +314.1% | -315.0% | -31.1% |
| All | -8.1% | +793.1% | -801.2% | -49.8% |
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