-30.6%
FXY vs SPY
+652.1%
-682.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -0.7% | +2.6% | -3.3% | -0.3% |
| 30D | -0.9% | -2.0% | +1.1% | -1.1% |
| 3M | -0.3% | -2.8% | +2.5% | -0.7% |
| 6M | -1.4% | +2.1% | -3.5% | -1.0% |
| YTD | -2.2% | +11.5% | -13.7% | -0.4% |
| 1Y | -3.6% | +13.5% | -17.0% | -1.5% |
| 3Y | -6.3% | +77.7% | -84.0% | +3.5% |
| 5Y | -30.4% | +72.6% | -103.0% | -23.3% |
| 10Y | -36.5% | +308.2% | -344.7% | -14.9% |
| All | -30.6% | +652.1% | -682.7% | +6.6% |
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