+19.2%
FXI vs SFM
+140.2%
-121.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -4.2% | +6.0% | -10.3% | -4.6% |
| 30D | -1.1% | -19.5% | +18.3% | -0.1% |
| 3M | -4.0% | -37.0% | +33.1% | -1.5% |
| 6M | -11.8% | -41.0% | +29.2% | -9.4% |
| YTD | -11.9% | -34.6% | +22.7% | -10.2% |
| 1Y | -16.1% | -36.3% | +20.1% | -14.4% |
| 3Y | +38.8% | +24.5% | +14.3% | +31.5% |
| 5Y | -9.1% | +115.9% | -125.0% | -18.7% |
| All | +19.2% | +140.2% | -121.0% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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