+335.6%
FXG vs SPY
+627.7%
-292.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -1.8% | +0.1% | -1.9% | -1.9% |
| 3M | +6.0% | +2.0% | +4.0% | +4.6% |
| 6M | -3.7% | +13.0% | -16.7% | -10.5% |
| YTD | +6.6% | +13.5% | -7.0% | -1.3% |
| 1Y | +2.1% | +20.0% | -17.8% | -8.5% |
| 3Y | +8.6% | +77.2% | -68.6% | -23.5% |
| 5Y | +21.5% | +81.9% | -60.3% | -16.7% |
| 10Y | +57.6% | +314.1% | -256.5% | -34.3% |
| All | +335.6% | +627.7% | -292.1% | +25.8% |
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