+40.5%
FXI vs SM
-2.8%
+43.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.6% | -6.1% | -2.7% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -3.2% | +31.5% | -34.8% | -5.5% |
| 3M | +1.7% | +17.3% | -15.7% | 0.0% |
| 6M | -1.6% | +48.5% | -50.1% | -6.3% |
| YTD | -7.9% | +106.3% | -114.2% | -16.2% |
| 1Y | -9.6% | +47.3% | -56.9% | -14.3% |
| 3Y | +40.5% | -1.4% | +41.9% | +32.6% |
| All | +40.5% | -2.8% | +43.2% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling