-2.1%
FXI vs SITM
+4,789.7%
-4,791.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -0.3% |
| 7D | -3.9% | +3.9% | -7.7% | -4.4% |
| 30D | -2.1% | -6.6% | +4.5% | -1.5% |
| 3M | -0.5% | -11.9% | +11.4% | -0.3% |
| 6M | -4.5% | +81.1% | -85.7% | -14.7% |
| YTD | -9.2% | +80.0% | -89.2% | -19.5% |
| 1Y | -13.8% | +145.8% | -159.6% | -27.7% |
| 3Y | +36.6% | +475.9% | -439.3% | -5.1% |
| 5Y | -6.7% | +189.2% | -195.9% | -33.9% |
| All | -2.1% | +4,789.7% | -4,791.8% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling