+221.8%
FXI vs SM
+113.5%
+108.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.9% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | -0.6% | +26.3% | -26.9% | -4.3% |
| 3M | +1.9% | +8.7% | -6.8% | -0.1% |
| 6M | -0.2% | +51.7% | -51.8% | -8.0% |
| YTD | -5.6% | +99.0% | -104.6% | -16.9% |
| 1Y | -4.7% | +34.6% | -39.3% | -11.2% |
| 3Y | +38.0% | -7.8% | +45.8% | +32.4% |
| 5Y | -2.7% | +104.8% | -107.5% | -22.1% |
| 10Y | +19.9% | +7.2% | +12.7% | -24.7% |
| All | +221.8% | +113.5% | +108.3% | -9.1% |
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 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