+22.2%
FXL vs SPY
+14.6%
+7.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -3.7% |
| 7D | -7.8% | -0.7% | -7.1% | -6.6% |
| 30D | -9.4% | -1.0% | -8.3% | -7.6% |
| 3M | -3.1% | -0.3% | -2.8% | -2.3% |
| 6M | +10.3% | +7.3% | +2.9% | -0.9% |
| YTD | +23.8% | +13.3% | +10.5% | +3.0% |
| 1Y | +22.2% | +14.8% | +7.4% | -0.3% |
| All | +22.2% | +14.6% | +7.6% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling