+39.1%
FXF vs SPY
+793.1%
-754.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -0.3% | +0.1% | -0.4% | -0.3% |
| 3M | -2.6% | +2.0% | -4.6% | -2.6% |
| 6M | -4.0% | +13.0% | -17.0% | -4.0% |
| YTD | -2.5% | +13.5% | -16.0% | -2.5% |
| 1Y | -1.0% | +20.0% | -21.0% | -1.0% |
| 3Y | +8.4% | +77.2% | -68.8% | +8.3% |
| 5Y | +10.1% | +81.9% | -71.8% | +9.8% |
| 10Y | +11.4% | +314.1% | -302.6% | +12.0% |
| All | +39.1% | +793.1% | -754.0% | +30.8% |
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