+200.3%
FXI vs SM
+92.0%
+108.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.5% | -2.1% |
| 7D | -4.2% | +10.6% | -14.8% | -5.7% |
| 30D | -2.0% | -15.0% | +13.0% | -0.1% |
| 3M | -5.0% | +1.7% | -6.6% | -6.1% |
| 6M | -9.6% | +5.9% | -15.5% | -11.9% |
| YTD | -11.9% | +79.0% | -90.9% | -21.8% |
| 1Y | -16.7% | +84.7% | -101.3% | -26.5% |
| 3Y | +40.6% | -3.5% | +44.1% | +33.1% |
| 5Y | -9.1% | +4.9% | -14.0% | -19.0% |
| 10Y | +18.4% | +17.7% | +0.7% | -28.6% |
| All | +200.3% | +92.0% | +108.3% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling