+37.3%
FXF vs SPY
+775.0%
-737.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | +0.1% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +1.2% | -3.3% | +4.6% | +1.2% |
| 3M | -1.6% | -2.4% | +0.8% | -1.6% |
| 6M | -5.5% | +2.6% | -8.0% | -5.5% |
| YTD | -3.8% | +11.2% | -15.0% | -3.8% |
| 1Y | -2.3% | +13.4% | -15.7% | -2.3% |
| 3Y | +9.1% | +79.9% | -70.8% | +9.0% |
| 5Y | +8.5% | +72.2% | -63.7% | +8.2% |
| 10Y | +10.6% | +307.3% | -296.7% | +11.2% |
| All | +37.3% | +775.0% | -737.7% | +29.1% |
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