-30.7%
FXY vs SPY
+657.5%
-688.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.5% |
| 7D | -0.9% | -0.9% | 0.0% | -1.0% |
| 30D | -0.8% | -2.4% | +1.5% | -1.2% |
| 3M | -0.6% | -1.2% | +0.6% | -0.7% |
| 6M | -1.9% | +3.3% | -5.2% | -1.4% |
| YTD | -2.4% | +12.3% | -14.6% | -0.4% |
| 1Y | -4.0% | +12.4% | -16.5% | -2.1% |
| 3Y | -6.4% | +78.8% | -85.2% | +3.5% |
| 5Y | -30.4% | +75.2% | -105.6% | -23.2% |
| 10Y | -36.6% | +311.1% | -347.7% | -14.9% |
| All | -30.7% | +657.5% | -688.3% | +6.5% |
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