-13.8%
FXI vs SBAC
-2.5%
-11.3%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.3% |
| 7D | -3.9% | -2.1% | -1.8% | -3.8% |
| 30D | -2.1% | +2.0% | -4.1% | -2.2% |
| 3M | -0.5% | -8.3% | +7.8% | -0.1% |
| 6M | -4.5% | +0.3% | -4.9% | -4.4% |
| YTD | -9.2% | -2.2% | -7.0% | -9.5% |
| 1Y | -13.8% | -4.6% | -9.1% | -12.8% |
| All | -13.8% | -2.5% | -11.3% | -12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling