-13.4%
FXI vs SIMO
+80.9%
-94.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -0.9% |
| 7D | +4.4% | -8.2% | +12.5% | +4.4% |
| 30D | +1.2% | -34.6% | +35.8% | +1.9% |
| 3M | -4.2% | -32.6% | +28.5% | -3.8% |
| 6M | -6.2% | -31.8% | +25.6% | -6.3% |
| YTD | -8.8% | +87.6% | -96.4% | -12.7% |
| All | -13.4% | +80.9% | -94.3% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling