+14.7%
FXI vs SU
+267.2%
-252.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | -3.9% | +2.2% | -6.1% | -4.4% |
| 30D | -2.1% | +8.4% | -10.5% | -4.0% |
| 3M | -0.5% | +12.1% | -12.6% | -3.3% |
| 6M | -4.5% | +19.7% | -24.2% | -9.1% |
| YTD | -9.2% | +58.4% | -67.7% | -19.2% |
| 1Y | -13.8% | +67.2% | -81.0% | -24.3% |
| 3Y | +36.6% | +125.0% | -88.5% | +10.6% |
| 5Y | -6.7% | +355.1% | -361.7% | -37.3% |
| All | +14.7% | +267.2% | -252.6% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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