+1,028.3%
FXL vs SPY
+627.7%
+400.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +2.0% | +0.1% | +1.9% | +2.0% |
| 3M | -2.6% | +2.0% | -4.6% | -4.1% |
| 6M | +30.4% | +13.0% | +17.4% | +15.7% |
| YTD | +27.9% | +13.5% | +14.3% | +13.2% |
| 1Y | +34.5% | +20.0% | +14.6% | +12.9% |
| 3Y | +83.9% | +77.2% | +6.7% | +6.0% |
| 5Y | +67.1% | +81.9% | -14.8% | -4.4% |
| 10Y | +509.8% | +314.1% | +195.8% | +68.1% |
| All | +1,028.3% | +627.7% | +400.6% | +98.0% |
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 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