+162.8%
FXZ vs SPY
+315.0%
-152.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.3% | +1.1% |
| 7D | +3.0% | +0.1% | +2.9% | +2.8% |
| 30D | -0.4% | -3.3% | +2.9% | +3.2% |
| 3M | -6.3% | -2.4% | -3.9% | -3.8% |
| 6M | -3.7% | +2.6% | -6.3% | -6.3% |
| YTD | +20.6% | +11.2% | +9.3% | +7.4% |
| 1Y | +31.8% | +13.4% | +18.4% | +15.1% |
| 3Y | +36.2% | +79.9% | -43.7% | -28.4% |
| 5Y | +35.2% | +72.2% | -37.0% | -25.6% |
| 10Y | +162.8% | +307.3% | -144.5% | -46.4% |
| All | +162.8% | +315.0% | -152.2% | -46.4% |
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