+14.7%
FXI vs SIRI
-10.2%
+24.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | -3.9% | +0.6% | -4.4% | -4.0% |
| 30D | -2.1% | +2.5% | -4.6% | -2.6% |
| 3M | -0.5% | +6.6% | -7.1% | -1.7% |
| 6M | -4.5% | +32.9% | -37.4% | -9.5% |
| YTD | -9.2% | +50.5% | -59.7% | -16.1% |
| 1Y | -13.8% | +28.0% | -41.7% | -18.2% |
| 3Y | +36.6% | -22.4% | +59.0% | +36.8% |
| 5Y | -6.7% | -41.3% | +34.6% | -5.2% |
| All | +14.7% | -10.2% | +24.9% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling