+202.3%
FXI vs SIMO
+3,332.4%
-3,130.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.7% | -7.2% | -0.2% |
| 7D | +1.0% | +4.2% | -3.2% | +0.1% |
| 30D | -0.6% | +4.1% | -4.6% | -2.1% |
| 3M | +1.9% | -12.9% | +14.8% | +1.7% |
| 6M | -0.2% | +110.3% | -110.5% | -19.6% |
| YTD | -5.6% | +178.6% | -184.2% | -29.2% |
| 1Y | -4.7% | +220.0% | -224.7% | -31.0% |
| 3Y | +38.0% | +409.0% | -371.0% | -12.1% |
| 5Y | -2.7% | +277.3% | -280.0% | -36.4% |
| 10Y | +19.9% | +506.6% | -486.7% | -34.3% |
| All | +202.3% | +3,332.4% | -3,130.0% | -21.1% |
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 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