-7.0%
FXI vs SPYG
+82.6%
-89.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.1% |
| 7D | -2.8% | -1.8% | -1.0% | -1.8% |
| 30D | -3.7% | -1.9% | -1.7% | -2.7% |
| 3M | -0.4% | +5.2% | -5.6% | -3.5% |
| 6M | -5.4% | +15.6% | -21.0% | -13.4% |
| YTD | -9.6% | +12.4% | -22.0% | -16.0% |
| 1Y | -11.9% | +17.5% | -29.4% | -20.2% |
| 3Y | +37.8% | +98.1% | -60.2% | -11.2% |
| 5Y | -7.0% | +84.9% | -92.0% | -39.4% |
| All | -7.0% | +82.6% | -89.6% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling