-0.6%
FXI vs SITM
+4,507.3%
-4,507.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.3% | -2.2% |
| 7D | -1.0% | +8.4% | -9.3% | -2.0% |
| 30D | -3.2% | -17.4% | +14.2% | -1.1% |
| 3M | +1.7% | -9.8% | +11.5% | +1.4% |
| 6M | -1.6% | +83.0% | -84.5% | -12.2% |
| YTD | -7.9% | +69.6% | -77.5% | -17.6% |
| 1Y | -9.6% | +144.9% | -154.5% | -24.2% |
| 3Y | +40.5% | +429.9% | -389.4% | -1.3% |
| 5Y | -6.2% | +169.2% | -175.4% | -33.0% |
| All | -0.6% | +4,507.3% | -4,507.9% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling