+19.2%
FXI vs SPXU
-99.5%
+118.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | +0.3% |
| 7D | -4.2% | -7.6% | +3.4% | -6.1% |
| 30D | -1.1% | +5.3% | -6.4% | +0.5% |
| 3M | -4.0% | +9.6% | -13.6% | -1.1% |
| 6M | -11.8% | -4.5% | -7.3% | -12.0% |
| YTD | -11.9% | -25.9% | +14.0% | -16.8% |
| 1Y | -16.1% | -28.9% | +12.7% | -21.4% |
| 3Y | +38.8% | -80.5% | +119.3% | -0.7% |
| 5Y | -9.1% | -83.4% | +74.3% | -29.9% |
| All | +19.2% | -99.5% | +118.6% | -54.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling