+35.0%
FXF vs SPY
+783.3%
-748.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -0.9% |
| 7D | -2.0% | -0.9% | -1.1% | -2.0% |
| 30D | +0.2% | -2.4% | +2.5% | +0.2% |
| 3M | -2.8% | -1.2% | -1.7% | -2.8% |
| 6M | -6.9% | +3.3% | -10.2% | -6.9% |
| YTD | -5.4% | +12.3% | -17.7% | -5.4% |
| 1Y | -4.5% | +12.4% | -16.9% | -4.4% |
| 3Y | +7.2% | +78.8% | -71.7% | +7.0% |
| 5Y | +8.0% | +75.2% | -67.2% | +7.7% |
| 10Y | +9.3% | +311.1% | -301.8% | +9.9% |
| All | +35.0% | +783.3% | -748.2% | +26.9% |
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