-1.5%
FXE vs SPY
+773.8%
-775.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -1.0% | +2.6% | -3.6% | -1.3% |
| 30D | -1.1% | -2.0% | +0.8% | -1.0% |
| 3M | -4.2% | -2.8% | -1.4% | -3.9% |
| 6M | -5.4% | +2.1% | -7.6% | -5.7% |
| YTD | -5.5% | +11.5% | -17.0% | -6.7% |
| 1Y | -4.5% | +13.5% | -17.9% | -5.8% |
| 3Y | +7.3% | +77.7% | -70.4% | +0.4% |
| 5Y | +0.8% | +72.6% | -71.8% | -5.8% |
| 10Y | +1.9% | +308.2% | -306.3% | -14.9% |
| All | -1.5% | +773.8% | -775.2% | -32.3% |
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