+156.6%
FXZ vs SPY
+304.1%
-147.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | +2.7% | -0.6% | +3.3% | +3.3% |
| 30D | -1.8% | -3.7% | +1.9% | +2.2% |
| 3M | -8.8% | -2.7% | -6.0% | -6.0% |
| 6M | -5.1% | +2.2% | -7.2% | -7.3% |
| YTD | +18.9% | +10.8% | +8.1% | +6.4% |
| 1Y | +28.3% | +11.2% | +17.1% | +14.4% |
| 3Y | +33.0% | +76.5% | -43.4% | -28.5% |
| 5Y | +35.1% | +72.9% | -37.8% | -26.0% |
| 10Y | +156.6% | +304.8% | -148.2% | -47.1% |
| All | +156.6% | +304.1% | -147.5% | -47.1% |
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