+194.5%
FXI vs SIMO
+2,080.4%
-1,885.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | -0.8% |
| 7D | +5.7% | -22.0% | +27.6% | +10.1% |
| 30D | +4.6% | -43.0% | +47.6% | +15.0% |
| 3M | -2.8% | -39.1% | +36.4% | +4.0% |
| 6M | -6.1% | -33.3% | +27.2% | -4.0% |
| YTD | -8.0% | +77.0% | -85.0% | -26.3% |
| 1Y | -11.3% | +73.0% | -84.3% | -28.7% |
| 3Y | +42.6% | +215.7% | -173.1% | -2.4% |
| 5Y | -0.1% | +155.6% | -155.7% | -31.2% |
| 10Y | +22.7% | +388.4% | -365.6% | -31.5% |
| All | +194.5% | +2,080.4% | -1,885.9% | -17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling