-4.9%
FXI vs SIMO
+269.6%
-274.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.7% | -7.2% | +0.5% |
| 7D | +1.0% | +4.2% | -3.2% | +0.5% |
| 30D | -0.6% | +4.1% | -4.6% | -1.5% |
| 3M | +1.9% | -12.9% | +14.8% | +2.0% |
| 6M | -0.2% | +110.3% | -110.5% | -14.8% |
| YTD | -5.6% | +178.6% | -184.2% | -24.5% |
| 1Y | -4.7% | +220.0% | -224.7% | -26.2% |
| 3Y | +38.0% | +409.0% | -371.0% | -5.3% |
| All | -4.9% | +269.6% | -274.5% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling