+213.4%
FXI vs SUI
+989.8%
-776.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.7% |
| 7D | +5.7% | +6.2% | -0.6% | +2.9% |
| 30D | +4.6% | +8.6% | -4.0% | +0.7% |
| 3M | -2.8% | +1.0% | -3.8% | -3.5% |
| 6M | -6.1% | -2.6% | -3.5% | -5.7% |
| YTD | -8.0% | -0.1% | -7.9% | -9.0% |
| 1Y | -11.3% | +0.5% | -11.8% | -12.5% |
| 3Y | +42.6% | +15.3% | +27.4% | +28.2% |
| 5Y | -0.1% | -26.1% | +26.1% | +7.2% |
| 10Y | +22.7% | +117.8% | -95.1% | -29.7% |
| All | +213.4% | +989.8% | -776.4% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling