+15.0%
FXI vs SM
+16.0%
-0.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -5.3% | +20.3% | -25.6% | -6.7% |
| 3M | +0.3% | +22.9% | -22.6% | -1.5% |
| 6M | -4.6% | +47.8% | -52.4% | -8.0% |
| YTD | -9.1% | +107.5% | -116.5% | -14.8% |
| 1Y | -12.0% | +51.7% | -63.7% | -15.7% |
| 3Y | +38.6% | -0.9% | +39.5% | +35.2% |
| 5Y | -6.6% | +112.2% | -118.8% | -15.0% |
| 10Y | +15.0% | +20.3% | -5.3% | -5.1% |
| All | +15.0% | +16.0% | -0.9% | -5.1% |
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