+1.4%
FXE vs SPY
+74.6%
-73.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -1.3% | -0.9% | -0.3% | -1.2% |
| 30D | -0.6% | -2.4% | +1.8% | -0.3% |
| 3M | -3.7% | -1.2% | -2.6% | -3.6% |
| 6M | -5.4% | +3.3% | -8.7% | -5.8% |
| YTD | -4.9% | +12.3% | -17.2% | -6.2% |
| 1Y | -3.5% | +12.4% | -15.9% | -4.8% |
| 3Y | +8.1% | +78.8% | -70.7% | -0.7% |
| 5Y | +1.4% | +75.2% | -73.8% | -8.8% |
| All | +1.4% | +74.6% | -73.2% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling