-10.5%
FXI vs SPXU
-30.4%
+19.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.9% | +9.1% | +3.1% |
| 7D | +6.6% | +2.2% | +4.4% | +7.1% |
| 30D | +2.2% | +3.8% | -1.6% | +3.2% |
| 3M | -4.7% | +3.3% | -8.0% | -3.8% |
| 6M | -4.7% | -16.7% | +12.1% | -8.3% |
| YTD | -9.0% | -28.6% | +19.6% | -15.4% |
| 1Y | -10.5% | -30.6% | +20.0% | -17.1% |
| All | -10.5% | -30.4% | +19.8% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling