+332.1%
FXG vs SPY
+619.7%
-287.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.6% |
| 7D | -0.6% | -0.9% | +0.3% | -0.1% |
| 30D | +5.1% | -2.4% | +7.5% | +6.3% |
| 3M | -1.7% | -1.2% | -0.6% | -1.3% |
| 6M | +4.6% | +3.3% | +1.3% | +2.2% |
| YTD | +5.7% | +12.3% | -6.6% | -1.7% |
| 1Y | +3.8% | +12.4% | -8.7% | -3.6% |
| 3Y | +12.9% | +78.8% | -65.9% | -20.9% |
| 5Y | +16.8% | +75.2% | -58.4% | -18.3% |
| 10Y | +72.2% | +311.1% | -238.9% | -28.1% |
| All | +332.1% | +619.7% | -287.7% | +25.3% |
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