+391.6%
FXZ vs SPY
+598.9%
-207.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | +2.1% |
| 7D | -2.7% | -4.7% | +2.0% | +2.2% |
| 30D | -6.1% | -5.9% | -0.2% | 0.0% |
| 3M | -9.0% | -4.5% | -4.5% | -4.6% |
| 6M | -7.8% | +1.8% | -9.6% | -9.5% |
| YTD | +15.2% | +8.3% | +6.8% | +5.9% |
| 1Y | +26.7% | +9.3% | +17.4% | +15.5% |
| 3Y | +26.0% | +74.9% | -48.8% | -29.9% |
| 5Y | +30.0% | +67.3% | -37.2% | -24.3% |
| 10Y | +163.3% | +311.6% | -148.2% | -38.4% |
| All | +391.6% | +598.9% | -207.2% | -32.3% |
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