+200.3%
FXI vs SBAC
+2,855.9%
-2,655.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | -4.2% | +0.6% | -4.8% | -4.5% |
| 30D | -1.1% | +5.5% | -6.6% | -3.4% |
| 3M | -4.0% | +3.1% | -7.0% | -5.6% |
| 6M | -11.8% | -7.0% | -4.8% | -10.4% |
| YTD | -11.9% | +0.5% | -12.4% | -14.8% |
| 1Y | -16.1% | +0.2% | -16.3% | -18.9% |
| 3Y | +38.8% | -7.4% | +46.1% | +34.4% |
| 5Y | -9.1% | -39.7% | +30.6% | +2.5% |
| 10Y | +18.4% | +112.5% | -94.1% | -33.0% |
| All | +200.3% | +2,855.9% | -2,655.6% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling