+385.7%
FXO vs SPY
+614.6%
-228.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.8% |
| 7D | +1.7% | +2.6% | -0.9% | -1.0% |
| 30D | +6.8% | -2.0% | +8.7% | +8.7% |
| 3M | -0.9% | -2.8% | +1.9% | +1.7% |
| 6M | +14.4% | +2.1% | +12.3% | +11.1% |
| YTD | +11.0% | +11.5% | -0.5% | -1.6% |
| 1Y | +15.7% | +13.5% | +2.2% | +0.6% |
| 3Y | +87.1% | +77.7% | +9.4% | +2.1% |
| 5Y | +54.8% | +72.6% | -17.8% | -12.7% |
| 10Y | +228.8% | +308.2% | -79.3% | -20.8% |
| All | +385.7% | +614.6% | -228.9% | -37.2% |
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