+3.6%
FXE vs SPY
+789.9%
-786.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +0.6% | +0.1% | +0.6% | +0.6% |
| 3M | +0.2% | +2.0% | -1.8% | 0.0% |
| 6M | +0.2% | +13.0% | -12.8% | -1.2% |
| YTD | -0.6% | +13.5% | -14.2% | -2.0% |
| 1Y | +0.5% | +20.0% | -19.5% | -1.5% |
| 3Y | +12.5% | +77.2% | -64.7% | +5.3% |
| 5Y | +1.9% | +81.9% | -79.9% | -5.3% |
| 10Y | +4.0% | +314.1% | -310.1% | -13.3% |
| All | +3.6% | +789.9% | -786.3% | -28.9% |
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