+14.7%
FXI vs SGI
+270.1%
-255.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -3.9% | -4.5% | +0.6% | -3.1% |
| 30D | -2.1% | +4.2% | -6.3% | -2.9% |
| 3M | -0.5% | -7.4% | +7.0% | +0.5% |
| 6M | -4.5% | -15.1% | +10.5% | -2.7% |
| YTD | -9.2% | -24.7% | +15.4% | -5.8% |
| 1Y | -13.8% | -21.8% | +8.0% | -11.3% |
| 3Y | +36.6% | +50.0% | -13.5% | +23.6% |
| 5Y | -6.7% | +48.9% | -55.6% | -18.1% |
| All | +14.7% | +270.1% | -255.4% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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