-11.8%
FXI vs SRE
-13.0%
+1.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | +0.1% |
| 7D | -4.2% | +1.8% | -6.0% | -4.0% |
| 30D | -1.1% | -3.0% | +1.9% | -1.7% |
| 3M | -4.0% | -7.3% | +3.3% | -4.9% |
| 6M | -11.8% | -11.9% | +0.1% | -13.4% |
| All | -11.8% | -13.0% | +1.2% | -13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling