+14.7%
FXI vs SYY
+116.5%
-101.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -3.9% | +3.9% | -7.8% | -4.7% |
| 30D | -2.1% | -1.7% | -0.4% | -1.7% |
| 3M | -0.5% | +5.2% | -5.6% | -1.7% |
| 6M | -4.5% | -0.2% | -4.3% | -5.1% |
| YTD | -9.2% | +15.4% | -24.6% | -13.0% |
| 1Y | -13.8% | +5.6% | -19.4% | -15.7% |
| 3Y | +36.6% | +28.9% | +7.7% | +26.5% |
| 5Y | -6.7% | +24.1% | -30.7% | -13.1% |
| All | +14.7% | +116.5% | -101.8% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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