+14.2%
FXI vs SBAC
+83.0%
-68.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | 0.0% |
| 7D | -2.8% | -5.3% | +2.5% | -1.7% |
| 30D | -3.7% | +0.4% | -4.1% | -3.8% |
| 3M | -0.4% | -11.9% | +11.5% | +2.1% |
| 6M | -5.4% | -4.5% | -0.9% | -5.4% |
| YTD | -9.6% | -4.3% | -5.3% | -9.8% |
| 1Y | -11.9% | -3.9% | -8.0% | -12.4% |
| 3Y | +37.8% | -11.0% | +48.8% | +37.3% |
| 5Y | -7.0% | -44.1% | +37.0% | +2.7% |
| All | +14.2% | +83.0% | -68.8% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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