+313.7%
FXU vs SPY
+627.7%
-314.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | -1.7% | +0.1% | -1.7% | -1.8% |
| 3M | -1.2% | +2.0% | -3.1% | -2.7% |
| 6M | -6.1% | +13.0% | -19.2% | -13.9% |
| YTD | +5.6% | +13.5% | -8.0% | -3.5% |
| 1Y | +9.7% | +20.0% | -10.2% | -3.5% |
| 3Y | +67.5% | +77.2% | -9.7% | +11.6% |
| 5Y | +65.6% | +81.9% | -16.3% | +6.8% |
| 10Y | +134.6% | +314.1% | -179.4% | -14.8% |
| All | +313.7% | +627.7% | -314.0% | -8.6% |
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 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