+15.0%
FXI vs SFM
+280.6%
-265.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.7% | -1.0% |
| 7D | -2.8% | -7.2% | +4.4% | -2.3% |
| 30D | -5.3% | -14.3% | +9.0% | -4.5% |
| 3M | +0.3% | -13.7% | +14.1% | +1.1% |
| 6M | -4.6% | -6.0% | +1.4% | -4.6% |
| YTD | -9.1% | -8.2% | -0.9% | -9.0% |
| 1Y | -12.0% | -46.2% | +34.3% | -8.9% |
| 3Y | +38.6% | +83.6% | -44.9% | +28.7% |
| 5Y | -6.6% | +212.7% | -219.3% | -17.9% |
| 10Y | +15.0% | +273.0% | -258.0% | -6.0% |
| All | +15.0% | +280.6% | -265.6% | -6.0% |
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