-6.2%
FXI vs SPG
+106.4%
-112.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.6% | -2.8% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -3.2% | -4.9% | +1.7% | -1.7% |
| 3M | +1.7% | +3.3% | -1.6% | +0.3% |
| 6M | -1.6% | +11.2% | -12.8% | -5.4% |
| YTD | -7.9% | +17.1% | -25.0% | -13.1% |
| 1Y | -9.6% | +21.6% | -31.2% | -16.0% |
| 3Y | +40.5% | +111.9% | -71.4% | +5.1% |
| 5Y | -6.2% | +106.9% | -113.2% | -31.8% |
| All | -6.2% | +106.4% | -112.6% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling