-2.7%
SMCI vs FXI
-4.7%
+2.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +2.6% |
| 7D | +6.8% | +1.0% | +5.7% | +5.4% |
| 30D | +30.6% | -0.6% | +31.1% | +31.1% |
| 3M | -15.6% | +1.9% | -17.5% | -18.1% |
| 6M | +21.3% | -0.2% | +21.4% | +24.5% |
| YTD | +35.3% | -5.6% | +40.8% | +44.7% |
| 1Y | -2.7% | -4.7% | +1.9% | +11.0% |
| All | -2.7% | -4.7% | +2.0% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…
1y analysis · Full analysis span regression · 6 months rolling