+36.0%
FXI vs SIRI
-23.3%
+59.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | -2.8% | -3.0% | +0.2% | -2.5% |
| 30D | -3.7% | +1.3% | -5.0% | -3.9% |
| 3M | -0.4% | +5.6% | -6.0% | -1.1% |
| 6M | -5.4% | +35.2% | -40.6% | -8.8% |
| YTD | -9.6% | +49.1% | -58.7% | -14.0% |
| 1Y | -11.9% | +26.8% | -38.7% | -14.7% |
| All | +36.0% | -23.3% | +59.3% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling