+213.9%
FXI vs SIRI
-2.5%
+216.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | -1.0% | +4.3% | -5.2% | -1.6% |
| 30D | -3.2% | -2.8% | -0.4% | -2.9% |
| 3M | +1.7% | +5.9% | -4.2% | +0.7% |
| 6M | -1.6% | +31.9% | -33.5% | -5.7% |
| YTD | -7.9% | +48.7% | -56.6% | -13.4% |
| 1Y | -9.6% | +23.2% | -32.8% | -13.0% |
| 3Y | +40.5% | -23.9% | +64.3% | +40.5% |
| 5Y | -6.2% | -43.4% | +37.2% | -4.6% |
| 10Y | +14.2% | -13.6% | +27.8% | +8.0% |
| All | +213.9% | -2.5% | +216.4% | +191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling