+68.3%
FXL vs SPY
+81.0%
-12.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | +0.1% |
| 7D | +1.7% | -0.4% | +2.1% | +2.2% |
| 30D | -1.1% | -1.4% | +0.3% | +0.8% |
| 3M | +2.9% | +3.7% | -0.8% | -1.7% |
| 6M | +29.6% | +13.0% | +16.6% | +10.9% |
| YTD | +26.9% | +12.4% | +14.5% | +9.6% |
| 1Y | +29.7% | +18.5% | +11.2% | +4.8% |
| 3Y | +86.7% | +77.6% | +9.1% | -9.3% |
| 5Y | +68.3% | +81.7% | -13.3% | -18.0% |
| All | +68.3% | +81.0% | -12.6% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling