+200.3%
FXI vs SBAC
+2,793.3%
-2,593.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.6% |
| 7D | -4.2% | -3.4% | -0.8% | -2.8% |
| 30D | -2.0% | +2.6% | -4.6% | -3.2% |
| 3M | -5.0% | +2.6% | -7.6% | -6.4% |
| 6M | -9.6% | -11.5% | +1.9% | -6.3% |
| YTD | -11.9% | -1.6% | -10.3% | -14.1% |
| 1Y | -16.7% | -5.1% | -11.5% | -17.5% |
| 3Y | +40.6% | -9.3% | +50.0% | +37.3% |
| 5Y | -9.1% | -41.0% | +31.9% | +3.4% |
| 10Y | +18.4% | +108.0% | -89.6% | -32.4% |
| All | +200.3% | +2,793.3% | -2,593.1% | -29.8% |
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 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