-7.8%
FXI vs SPY
+74.6%
-82.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.4% |
| 7D | -1.9% | -0.9% | -1.0% | -1.5% |
| 30D | -0.6% | -2.4% | +1.7% | +0.9% |
| 3M | -4.9% | -1.2% | -3.7% | -4.3% |
| 6M | -8.8% | +3.3% | -12.1% | -11.4% |
| YTD | -10.7% | +12.3% | -23.0% | -18.6% |
| 1Y | -15.2% | +12.4% | -27.7% | -22.8% |
| 3Y | +42.5% | +78.8% | -36.3% | -10.3% |
| 5Y | -7.8% | +75.2% | -83.0% | -41.9% |
| All | -7.8% | +74.6% | -82.5% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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