+476.0%
FXL vs SPY
+307.0%
+169.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | +4.5% | +2.6% | +1.9% | +1.3% |
| 30D | -5.8% | -2.0% | -3.8% | -3.2% |
| 3M | -8.3% | -2.8% | -5.5% | -4.7% |
| 6M | +6.7% | +2.1% | +4.6% | +4.8% |
| YTD | +22.6% | +11.5% | +11.1% | +8.3% |
| 1Y | +25.1% | +13.5% | +11.7% | +8.4% |
| 3Y | +83.5% | +77.7% | +5.8% | -6.4% |
| 5Y | +51.8% | +72.6% | -20.8% | -18.6% |
| All | +476.0% | +307.0% | +169.0% | +4.6% |
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