+118.0%
FXH vs SPY
+322.5%
-204.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.4% |
| 7D | -2.8% | -0.8% | -2.1% | -2.2% |
| 30D | -1.6% | -1.1% | -0.6% | -0.8% |
| 3M | +10.6% | +3.9% | +6.7% | +6.9% |
| 6M | +17.9% | +13.6% | +4.3% | +5.6% |
| YTD | +14.2% | +12.7% | +1.6% | +3.0% |
| 1Y | +18.2% | +17.5% | +0.7% | +2.8% |
| 3Y | +29.3% | +76.9% | -47.6% | -21.7% |
| 5Y | +4.8% | +83.6% | -78.8% | -39.2% |
| All | +118.0% | +322.5% | -204.5% | -44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling