-6.5%
FXI vs SPXU
-85.8%
+79.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -0.9% |
| 7D | -2.8% | +1.3% | -4.0% | -2.5% |
| 30D | -5.3% | +5.1% | -10.4% | -4.1% |
| 3M | +0.3% | -9.1% | +9.5% | -1.6% |
| 6M | -4.6% | -29.6% | +25.0% | -11.6% |
| YTD | -9.1% | -27.7% | +18.6% | -14.9% |
| 1Y | -12.0% | -37.0% | +25.0% | -19.8% |
| 3Y | +38.6% | -80.2% | +118.8% | +0.1% |
| All | -6.5% | -85.8% | +79.3% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling