-15.2%
FXI vs SM
+72.9%
-88.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.6% | -7.0% | -1.1% |
| 7D | -1.9% | +0.3% | -2.3% | -1.9% |
| 30D | -0.6% | -17.3% | +16.7% | -1.4% |
| 3M | -4.9% | -3.6% | -1.3% | -5.2% |
| 6M | -8.8% | +2.9% | -11.7% | -8.9% |
| YTD | -10.7% | +70.2% | -81.0% | -13.7% |
| 1Y | -15.2% | +66.5% | -81.8% | -18.1% |
| All | -15.2% | +72.9% | -88.2% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling