+14.7%
FXI vs SPXS
-99.6%
+114.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | -0.2% |
| 7D | -3.9% | +2.5% | -6.4% | -3.2% |
| 30D | -2.1% | +4.2% | -6.3% | -1.0% |
| 3M | -0.5% | -9.3% | +8.9% | -2.6% |
| 6M | -4.5% | -30.7% | +26.2% | -12.1% |
| YTD | -9.2% | -28.1% | +18.8% | -15.3% |
| 1Y | -13.8% | -35.1% | +21.3% | -21.1% |
| 3Y | +36.6% | -79.6% | +116.2% | -1.0% |
| 5Y | -6.7% | -86.3% | +79.6% | -31.7% |
| All | +14.7% | -99.6% | +114.2% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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