+17.2%
USDX vs SPY
+55.0%
-37.7%
-0.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | +0.2% | -0.8% | +0.9% | +0.2% |
| 30D | +0.2% | -1.1% | +1.3% | +0.2% |
| 3M | +1.1% | +3.9% | -2.7% | +1.1% |
| 6M | +2.6% | +13.6% | -11.0% | +2.5% |
| YTD | +3.2% | +12.7% | -9.4% | +3.2% |
| 1Y | +5.8% | +17.5% | -11.7% | +5.8% |
| All | +17.2% | +55.0% | -37.7% | +16.9% |
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