-6.6%
FXI vs SMTC
+116.8%
-123.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -2.8% | +22.5% | -25.3% | -5.3% |
| 30D | -5.3% | +24.9% | -30.2% | -8.4% |
| 3M | +0.3% | +4.1% | -3.7% | -1.6% |
| 6M | -4.6% | +92.6% | -97.1% | -15.0% |
| YTD | -9.1% | +122.5% | -131.6% | -20.9% |
| 1Y | -12.0% | +166.2% | -178.2% | -25.7% |
| 3Y | +38.6% | +577.2% | -538.5% | -10.3% |
| 5Y | -6.6% | +119.0% | -125.5% | -21.5% |
| All | -6.6% | +116.8% | -123.4% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling