+221.8%
FXI vs SMTC
+634.3%
-412.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.2% | -7.7% | -1.0% |
| 7D | +1.0% | +12.7% | -11.7% | -2.3% |
| 30D | -0.6% | +22.0% | -22.5% | -7.2% |
| 3M | +1.9% | -12.7% | +14.6% | +1.7% |
| 6M | -0.2% | +64.8% | -64.9% | -18.8% |
| YTD | -5.6% | +100.7% | -106.3% | -28.0% |
| 1Y | -4.7% | +146.9% | -151.6% | -32.6% |
| 3Y | +38.0% | +456.8% | -418.8% | -39.8% |
| 5Y | -2.7% | +89.2% | -91.9% | -40.8% |
| 10Y | +19.9% | +426.9% | -406.9% | -59.7% |
| All | +221.8% | +634.3% | -412.5% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling