-7.9%
FXI vs SMTC
+37.8%
-45.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.3% | -11.8% | -2.5% |
| 7D | -1.9% | +12.9% | -14.8% | -3.6% |
| 30D | -0.6% | -25.6% | +24.9% | +1.8% |
| 3M | -4.9% | -4.5% | -0.3% | -6.5% |
| 6M | -8.8% | -8.3% | -0.5% | -11.2% |
| YTD | -10.7% | +69.9% | -80.7% | -21.0% |
| 1Y | -15.2% | +73.9% | -89.2% | -25.4% |
| 3Y | +42.5% | +757.7% | -715.2% | -15.8% |
| All | -7.9% | +37.8% | -45.6% | -18.8% |
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