+36.0%
FXI vs SPXU
-79.4%
+115.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.1% |
| 7D | -2.8% | +6.4% | -9.2% | -1.4% |
| 30D | -3.7% | +5.9% | -9.6% | -2.3% |
| 3M | -0.4% | -11.7% | +11.3% | -3.0% |
| 6M | -5.4% | -28.7% | +23.3% | -11.8% |
| YTD | -9.6% | -26.4% | +16.7% | -14.7% |
| 1Y | -11.9% | -35.2% | +23.3% | -18.8% |
| All | +36.0% | -79.4% | +115.5% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling