+18.1%
FXI vs SCHG
+1,121.7%
-1,103.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -2.8% | -2.7% | -0.1% | -0.7% |
| 30D | -3.7% | -2.2% | -1.5% | -2.1% |
| 3M | -0.4% | +6.2% | -6.6% | -5.2% |
| 6M | -5.4% | +13.4% | -18.8% | -14.6% |
| YTD | -9.6% | +7.1% | -16.7% | -14.8% |
| 1Y | -11.9% | +12.5% | -24.4% | -20.2% |
| 3Y | +37.8% | +86.2% | -48.3% | -19.4% |
| 5Y | -7.0% | +83.9% | -91.0% | -46.6% |
| 10Y | +14.3% | +451.3% | -436.9% | -79.2% |
| All | +18.1% | +1,121.7% | -1,103.6% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling