+213.9%
FXI vs SCCO
+7,057.0%
-6,843.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.4% | -4.7% |
| 7D | -1.0% | +3.4% | -4.4% | -2.6% |
| 30D | -3.2% | +6.6% | -9.9% | -6.6% |
| 3M | +1.7% | +24.5% | -22.8% | -9.9% |
| 6M | -1.6% | +16.5% | -18.0% | -11.6% |
| YTD | -7.9% | +52.1% | -60.0% | -28.6% |
| 1Y | -9.6% | +114.2% | -123.8% | -41.1% |
| 3Y | +40.5% | +207.4% | -167.0% | -26.0% |
| 5Y | -6.2% | +353.7% | -360.0% | -60.4% |
| 10Y | +14.2% | +1,144.5% | -1,130.4% | -74.0% |
| All | +213.9% | +7,057.0% | -6,843.1% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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