-30.4%
FXY vs SPY
+81.0%
-111.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +3.4% | -0.4% | +3.8% | +3.4% |
| 30D | +3.6% | -1.4% | +5.0% | +3.6% |
| 3M | +4.3% | +3.7% | +0.6% | +4.4% |
| 6M | +2.6% | +13.0% | -10.4% | +2.8% |
| YTD | +1.8% | +12.4% | -10.6% | +2.0% |
| 1Y | -4.4% | +18.5% | -22.9% | -4.0% |
| 3Y | -5.1% | +77.6% | -82.7% | -5.3% |
| 5Y | -30.4% | +81.7% | -112.1% | -31.9% |
| All | -30.4% | +81.0% | -111.4% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling