+221.8%
FXI vs SPY
+916.5%
-694.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.0% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -0.6% | +0.1% | -0.6% | -0.7% |
| 3M | +1.9% | +2.0% | -0.1% | -0.8% |
| 6M | -0.2% | +13.0% | -13.2% | -13.9% |
| YTD | -5.6% | +13.5% | -19.1% | -19.0% |
| 1Y | -4.7% | +20.0% | -24.6% | -23.3% |
| 3Y | +38.0% | +77.2% | -39.2% | -32.1% |
| 5Y | -2.7% | +81.9% | -84.6% | -54.9% |
| 10Y | +19.9% | +314.1% | -294.1% | -82.8% |
| All | +221.8% | +916.5% | -694.7% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling