-1.2%
FXI vs SIMO
+154.7%
-155.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | -0.4% |
| 7D | +5.7% | -22.0% | +27.6% | +8.1% |
| 30D | +4.6% | -43.0% | +47.6% | +10.5% |
| 3M | -2.8% | -39.1% | +36.4% | +1.2% |
| 6M | -6.1% | -33.3% | +27.2% | -5.2% |
| YTD | -8.0% | +77.0% | -85.0% | -23.6% |
| 1Y | -11.3% | +73.0% | -84.3% | -26.1% |
| 3Y | +42.6% | +215.7% | -173.1% | +1.9% |
| All | -1.2% | +154.7% | -155.8% | -31.1% |
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