+14.7%
FXI vs SPMO
+517.6%
-502.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -3.9% | -0.9% | -2.9% | -3.4% |
| 30D | -2.1% | -1.9% | -0.2% | -1.2% |
| 3M | -0.5% | -1.4% | +0.9% | -0.9% |
| 6M | -4.5% | +25.5% | -30.0% | -18.2% |
| YTD | -9.2% | +24.8% | -34.1% | -22.1% |
| 1Y | -13.8% | +24.5% | -38.3% | -25.9% |
| 3Y | +36.6% | +157.1% | -120.6% | -27.5% |
| 5Y | -6.7% | +149.5% | -156.2% | -49.9% |
| All | +14.7% | +517.6% | -502.9% | -62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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