+19.2%
FXI vs SMTC
+333.2%
-314.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.6% |
| 7D | -4.2% | +11.0% | -15.2% | -6.0% |
| 30D | -1.1% | -28.5% | +27.4% | +2.9% |
| 3M | -4.0% | -14.2% | +10.3% | -4.7% |
| 6M | -11.8% | -18.0% | +6.2% | -13.7% |
| YTD | -11.9% | +55.5% | -67.4% | -24.7% |
| 1Y | -16.1% | +69.5% | -85.7% | -29.7% |
| 3Y | +38.8% | +699.7% | -660.9% | -29.5% |
| 5Y | -9.1% | +27.4% | -36.5% | -27.7% |
| All | +19.2% | +333.2% | -314.1% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling