+14.7%
FXI vs SPYG
+424.6%
-409.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | -3.9% | -0.9% | -3.0% | -3.3% |
| 30D | -2.1% | -1.5% | -0.6% | -1.2% |
| 3M | -0.5% | +3.7% | -4.2% | -3.2% |
| 6M | -4.5% | +16.4% | -21.0% | -14.2% |
| YTD | -9.2% | +13.3% | -22.6% | -17.0% |
| 1Y | -13.8% | +17.9% | -31.6% | -23.3% |
| 3Y | +36.6% | +98.3% | -61.8% | -17.2% |
| 5Y | -6.7% | +86.4% | -93.1% | -41.8% |
| All | +14.7% | +424.6% | -409.9% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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