-37.4%
FXY vs SPY
+318.9%
-356.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +0.9% | -2.0% | +2.9% | +0.7% |
| 30D | +3.1% | -1.7% | +4.7% | +2.9% |
| 3M | +3.9% | +4.7% | -0.8% | +4.3% |
| 6M | +2.1% | +12.5% | -10.4% | +3.1% |
| YTD | +1.2% | +11.7% | -10.5% | +2.2% |
| 1Y | -4.9% | +17.5% | -22.3% | -3.6% |
| 3Y | -5.6% | +76.6% | -82.1% | -1.0% |
| 5Y | -30.6% | +82.0% | -112.6% | -27.1% |
| All | -37.4% | +318.9% | -356.3% | -20.1% |
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