-6.6%
FXI vs SGI
+56.1%
-62.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.8% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | -5.3% | +5.5% | -10.8% | -6.6% |
| 3M | +0.3% | -3.6% | +3.9% | +0.6% |
| 6M | -4.6% | -15.0% | +10.4% | -2.0% |
| YTD | -9.1% | -23.0% | +13.9% | -4.7% |
| 1Y | -12.0% | -18.4% | +6.4% | -9.4% |
| 3Y | +38.6% | +57.8% | -19.1% | +15.9% |
| 5Y | -6.6% | +51.5% | -58.0% | -27.3% |
| All | -6.6% | +56.1% | -62.7% | -27.3% |
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