+18.5%
FXI vs SPMO
+575.8%
-557.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.7% |
| 7D | -1.0% | +3.4% | -4.3% | -2.8% |
| 30D | -3.2% | +0.5% | -3.8% | -3.6% |
| 3M | +1.7% | +1.9% | -0.2% | -0.7% |
| 6M | -1.6% | +27.8% | -29.4% | -16.3% |
| YTD | -7.9% | +26.7% | -34.6% | -21.3% |
| 1Y | -9.6% | +28.9% | -38.5% | -23.6% |
| 3Y | +40.5% | +160.7% | -120.2% | -25.1% |
| 5Y | -6.2% | +150.2% | -156.4% | -49.1% |
| 10Y | +14.2% | +517.5% | -503.4% | -61.6% |
| All | +18.5% | +575.8% | -557.3% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling