-6.6%
FXI vs SFM
+217.9%
-224.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.7% | -1.1% |
| 7D | -2.8% | -7.2% | +4.4% | -2.5% |
| 30D | -5.3% | -14.3% | +9.0% | -4.8% |
| 3M | +0.3% | -13.7% | +14.1% | +0.8% |
| 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% | -9.9% |
| 3Y | +38.6% | +83.6% | -44.9% | +29.9% |
| 5Y | -6.6% | +212.7% | -219.3% | -13.1% |
| All | -6.6% | +217.9% | -224.4% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling