+200.3%
FXI vs SPG
+1,038.0%
-837.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -4.2% | +2.0% | -6.2% | -4.9% |
| 30D | -1.1% | +17.2% | -18.4% | -6.9% |
| 3M | -4.0% | +6.3% | -10.3% | -6.3% |
| 6M | -11.8% | +18.7% | -30.5% | -17.7% |
| YTD | -11.9% | +30.1% | -42.0% | -20.8% |
| 1Y | -16.1% | +32.8% | -48.9% | -25.2% |
| 3Y | +38.8% | +133.6% | -94.8% | -2.1% |
| 5Y | -9.1% | +84.4% | -93.5% | -31.2% |
| 10Y | +18.4% | +114.3% | -95.9% | -28.9% |
| All | +200.3% | +1,038.0% | -837.8% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling