+213.4%
FXI vs SUI
+1,006.0%
-792.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +6.9% | +8.8% | -1.9% | +3.1% |
| 30D | +3.5% | +8.9% | -5.5% | -0.5% |
| 3M | -3.2% | +2.0% | -5.2% | -4.3% |
| 6M | -3.5% | -0.6% | -2.9% | -3.9% |
| YTD | -8.1% | +1.3% | -9.4% | -9.6% |
| 1Y | -10.5% | +1.3% | -11.8% | -12.0% |
| 3Y | +43.0% | +16.3% | +26.7% | +28.1% |
| 5Y | -0.1% | -25.1% | +25.0% | +6.5% |
| 10Y | +22.7% | +121.1% | -98.4% | -30.1% |
| All | +213.4% | +1,006.0% | -792.6% | -39.8% |
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