+234.4%
FXO vs SPY
+322.5%
-88.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.7% |
| 7D | -2.5% | -0.8% | -1.7% | -1.7% |
| 30D | -1.9% | -1.1% | -0.8% | -0.8% |
| 3M | +7.6% | +3.9% | +3.7% | +3.0% |
| 6M | +16.0% | +13.6% | +2.4% | +0.5% |
| YTD | +8.9% | +12.7% | -3.8% | -4.9% |
| 1Y | +10.9% | +17.5% | -6.6% | -7.5% |
| 3Y | +77.9% | +76.9% | +1.0% | -5.7% |
| 5Y | +64.9% | +83.6% | -18.7% | -16.2% |
| All | +234.4% | +322.5% | -88.1% | -30.0% |
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 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