+213.9%
FXI vs SRE
+861.5%
-647.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.3% |
| 7D | -1.0% | +1.4% | -2.4% | -1.7% |
| 30D | -3.2% | +1.9% | -5.1% | -4.6% |
| 3M | +1.7% | -3.3% | +5.0% | +2.8% |
| 6M | -1.6% | -6.4% | +4.9% | +0.9% |
| YTD | -7.9% | -1.8% | -6.1% | -8.3% |
| 1Y | -9.6% | +10.7% | -20.4% | -16.0% |
| 3Y | +40.5% | +31.8% | +8.7% | +13.0% |
| 5Y | -6.2% | +49.2% | -55.4% | -32.7% |
| 10Y | +14.2% | +118.5% | -104.4% | -46.7% |
| All | +213.9% | +861.5% | -647.6% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling