+19.2%
FXI vs SM
+18.0%
+1.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -4.2% | +9.4% | -13.6% | -4.8% |
| 30D | -1.1% | -14.4% | +13.2% | -0.3% |
| 3M | -4.0% | +1.6% | -5.5% | -4.5% |
| 6M | -11.8% | +6.3% | -18.2% | -12.9% |
| YTD | -11.9% | +78.8% | -90.7% | -16.8% |
| 1Y | -16.1% | +83.1% | -99.3% | -21.0% |
| 3Y | +38.8% | -5.9% | +44.7% | +35.6% |
| 5Y | -9.1% | +4.8% | -13.9% | -13.3% |
| All | +19.2% | +18.0% | +1.1% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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