+9.6%
FXF vs SPY
+307.0%
-297.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -2.3% | +2.6% | -4.9% | -2.3% |
| 30D | -0.5% | -2.0% | +1.4% | -0.5% |
| 3M | -3.1% | -2.8% | -0.3% | -3.1% |
| 6M | -7.1% | +2.1% | -9.2% | -7.1% |
| YTD | -6.1% | +11.5% | -17.6% | -6.1% |
| 1Y | -6.1% | +13.5% | -19.5% | -6.0% |
| 3Y | +6.3% | +77.7% | -71.4% | +5.9% |
| 5Y | +7.1% | +72.6% | -65.6% | +6.0% |
| All | +9.6% | +307.0% | -297.5% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling