-10.5%
FXI vs SITM
+47.5%
-58.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.4% | +13.6% | +4.5% |
| 7D | +6.6% | -19.5% | +26.1% | +7.4% |
| 30D | +2.2% | -43.2% | +45.4% | +4.5% |
| 3M | -4.7% | -30.8% | +26.1% | -3.9% |
| 6M | -4.7% | -28.6% | +23.9% | -4.8% |
| YTD | -9.0% | +14.2% | -23.2% | -12.8% |
| 1Y | -10.5% | +44.4% | -54.9% | -15.1% |
| All | -10.5% | +47.5% | -58.0% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling