-8.4%
FXI vs SGI
+41.4%
-49.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -4.2% | -5.3% | +1.1% | -3.0% |
| 30D | -1.1% | -2.1% | +0.9% | -0.9% |
| 3M | -4.0% | -8.2% | +4.2% | -2.5% |
| 6M | -11.8% | -4.6% | -7.3% | -12.1% |
| YTD | -11.9% | -31.5% | +19.6% | -5.4% |
| 1Y | -16.1% | -30.8% | +14.7% | -10.2% |
| 3Y | +38.8% | +67.2% | -28.4% | +13.0% |
| All | -8.4% | +41.4% | -49.8% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling