+34.0%
FXI vs SFM
+39.6%
-5.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +3.7% | -6.9% | +10.6% | +4.2% |
| 30D | +0.5% | -25.0% | +25.5% | +2.3% |
| 3M | -5.7% | -42.7% | +37.0% | -2.2% |
| 6M | -6.9% | -41.0% | +34.1% | -3.8% |
| YTD | -9.5% | -38.7% | +29.2% | -7.0% |
| 1Y | -14.0% | -38.1% | +24.1% | -11.8% |
| 3Y | +44.5% | +19.3% | +25.2% | +36.7% |
| 5Y | -2.8% | +103.1% | -105.9% | -13.8% |
| 10Y | +20.3% | +131.1% | -110.7% | +1.5% |
| All | +34.0% | +39.6% | -5.7% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling