+209.9%
FXI vs SU
+578.9%
-369.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.9% |
| 7D | -2.8% | +1.6% | -4.4% | -3.4% |
| 30D | -5.3% | +10.7% | -16.0% | -9.0% |
| 3M | +0.3% | +13.5% | -13.2% | -4.8% |
| 6M | -4.6% | +21.8% | -26.4% | -12.6% |
| YTD | -9.1% | +58.8% | -67.9% | -24.9% |
| 1Y | -12.0% | +72.0% | -84.0% | -29.7% |
| 3Y | +38.6% | +121.7% | -83.1% | -1.9% |
| 5Y | -6.6% | +350.4% | -357.0% | -52.9% |
| 10Y | +15.0% | +264.7% | -249.7% | -46.2% |
| All | +209.9% | +578.9% | -369.0% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling