+87.6%
SMH vs FXI
-12.5%
+100.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.1% |
| 7D | +0.3% | -3.9% | +4.1% | +3.4% |
| 30D | -2.8% | -2.1% | -0.7% | -1.3% |
| 3M | -6.7% | -0.5% | -6.3% | -6.8% |
| 6M | +41.8% | -4.5% | +46.3% | +47.6% |
| YTD | +57.9% | -9.2% | +67.1% | +72.4% |
| 1Y | +87.6% | -13.8% | +101.4% | +112.3% |
| All | +87.6% | -12.5% | +100.1% | +112.3% |
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