+14.7%
FXI vs SRE
+122.3%
-107.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -3.9% | -0.8% | -3.0% | -3.7% |
| 30D | -2.1% | -3.0% | +0.9% | -1.6% |
| 3M | -0.5% | -8.3% | +7.8% | +1.2% |
| 6M | -4.5% | -8.9% | +4.4% | -2.9% |
| YTD | -9.2% | -4.3% | -5.0% | -8.8% |
| 1Y | -13.8% | +2.7% | -16.5% | -14.8% |
| 3Y | +36.6% | +28.7% | +7.9% | +25.9% |
| 5Y | -6.7% | +47.1% | -53.8% | -17.5% |
| All | +14.7% | +122.3% | -107.7% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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