-9.1%
FXI vs SUI
-27.8%
+18.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -4.2% | -3.8% | -0.4% | -3.3% |
| 30D | -2.0% | +3.9% | -6.0% | -3.0% |
| 3M | -5.0% | +0.2% | -5.2% | -5.2% |
| 6M | -9.6% | -4.2% | -5.5% | -9.0% |
| YTD | -11.9% | -2.5% | -9.4% | -11.9% |
| 1Y | -16.7% | -4.0% | -12.6% | -16.3% |
| 3Y | +40.6% | +16.5% | +24.1% | +29.5% |
| 5Y | -9.1% | -27.2% | +18.1% | -7.3% |
| All | -9.1% | -27.8% | +18.7% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling