-29.0%
FXY vs SPY
+666.0%
-695.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.4% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | +0.9% | +0.1% | +0.8% | +0.9% |
| 3M | +2.3% | +2.0% | +0.3% | +2.6% |
| 6M | +0.3% | +13.0% | -12.7% | +2.3% |
| YTD | 0.0% | +13.5% | -13.5% | +2.1% |
| 1Y | -5.3% | +20.0% | -25.3% | -2.4% |
| 3Y | -7.8% | +77.2% | -85.0% | +1.8% |
| 5Y | -31.6% | +81.9% | -113.5% | -24.0% |
| 10Y | -36.8% | +314.1% | -350.9% | -15.1% |
| All | -29.0% | +666.0% | -695.0% | +9.2% |
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