+15.0%
FXI vs SPG
+59.6%
-44.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.8% |
| 7D | -2.8% | -1.7% | -1.1% | -2.5% |
| 30D | -5.3% | -6.3% | +1.0% | -4.1% |
| 3M | +0.3% | -2.4% | +2.8% | +0.7% |
| 6M | -4.6% | +9.6% | -14.2% | -6.5% |
| YTD | -9.1% | +14.2% | -23.3% | -11.7% |
| 1Y | -12.0% | +19.3% | -31.3% | -15.3% |
| 3Y | +38.6% | +106.7% | -68.1% | +19.4% |
| 5Y | -6.6% | +104.2% | -110.8% | -20.1% |
| 10Y | +15.0% | +63.7% | -48.7% | +2.4% |
| All | +15.0% | +59.6% | -44.6% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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