+200.3%
FXI vs SYY
+379.6%
-179.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -4.2% | +0.3% | -4.5% | -4.3% |
| 30D | -1.1% | -4.8% | +3.7% | +0.5% |
| 3M | -4.0% | -7.1% | +3.1% | -1.5% |
| 6M | -11.8% | +6.8% | -18.6% | -15.1% |
| YTD | -11.9% | +7.7% | -19.6% | -16.6% |
| 1Y | -16.1% | +5.7% | -21.8% | -20.1% |
| 3Y | +38.8% | +24.6% | +14.2% | +21.0% |
| 5Y | -9.1% | +15.6% | -24.7% | -19.4% |
| 10Y | +18.4% | +87.9% | -69.5% | -33.2% |
| All | +200.3% | +379.6% | -179.3% | -23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling