+200.3%
FXI vs SRE
+802.3%
-602.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -4.2% | +1.8% | -6.0% | -5.1% |
| 30D | -1.1% | -3.0% | +1.9% | +0.2% |
| 3M | -4.0% | -7.3% | +3.3% | -0.8% |
| 6M | -11.8% | -11.9% | +0.1% | -6.8% |
| YTD | -11.9% | -7.9% | -4.0% | -9.6% |
| 1Y | -16.1% | -11.1% | -5.0% | -12.4% |
| 3Y | +38.8% | +24.8% | +14.0% | +14.6% |
| 5Y | -9.1% | +52.4% | -61.4% | -35.9% |
| 10Y | +18.4% | +127.9% | -109.5% | -47.6% |
| All | +200.3% | +802.3% | -602.0% | -52.0% |
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