+204.2%
FXI vs SMTC
+521.7%
-317.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.3% | -11.8% | -4.0% |
| 7D | -1.9% | +12.9% | -14.8% | -6.1% |
| 30D | -0.6% | -25.6% | +24.9% | +4.5% |
| 3M | -4.9% | -4.5% | -0.3% | -8.8% |
| 6M | -8.8% | -8.3% | -0.5% | -14.8% |
| YTD | -10.7% | +69.9% | -80.7% | -31.8% |
| 1Y | -15.2% | +73.9% | -89.2% | -36.1% |
| 3Y | +42.5% | +757.7% | -715.2% | -48.8% |
| 5Y | -7.8% | +38.7% | -46.6% | -40.3% |
| 10Y | +20.0% | +376.1% | -356.1% | -60.8% |
| All | +204.2% | +521.7% | -317.5% | -36.4% |
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