+14.7%
FXI vs SCHG
+459.0%
-444.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.1% |
| 7D | -3.9% | -1.0% | -2.8% | -3.2% |
| 30D | -2.1% | -1.3% | -0.8% | -1.4% |
| 3M | -0.5% | +5.4% | -5.9% | -4.0% |
| 6M | -4.5% | +14.4% | -18.9% | -12.8% |
| YTD | -9.2% | +8.0% | -17.3% | -14.0% |
| 1Y | -13.8% | +12.7% | -26.5% | -20.6% |
| 3Y | +36.6% | +85.6% | -49.0% | -11.9% |
| 5Y | -6.7% | +85.5% | -92.2% | -40.8% |
| All | +14.7% | +459.0% | -444.3% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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