+210.8%
FXI vs SM
+70.5%
+140.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.4% |
| 7D | +4.4% | -22.3% | +26.6% | +8.1% |
| 30D | +1.2% | -21.4% | +22.6% | +4.5% |
| 3M | -4.2% | +1.4% | -5.5% | -5.3% |
| 6M | -6.2% | +0.1% | -6.3% | -7.8% |
| YTD | -8.8% | +59.0% | -67.8% | -17.5% |
| 1Y | -11.6% | +64.3% | -76.0% | -20.7% |
| 3Y | +45.1% | -13.1% | +58.3% | +39.7% |
| 5Y | -1.2% | -13.9% | +12.7% | -9.2% |
| 10Y | +20.1% | +1.7% | +18.4% | -25.6% |
| All | +210.8% | +70.5% | +140.4% | -9.7% |
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