+338.0%
SMH vs FXI
-6.0%
+344.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | +4.3% | -2.8% | +7.1% | +5.6% |
| 30D | +0.9% | -5.3% | +6.2% | +3.2% |
| 3M | -2.8% | +0.3% | -3.2% | -3.3% |
| 6M | +45.6% | -4.6% | +50.2% | +48.6% |
| YTD | +59.5% | -9.1% | +68.6% | +66.4% |
| 1Y | +93.4% | -12.0% | +105.4% | +104.8% |
| 3Y | +287.1% | +38.6% | +248.5% | +229.4% |
| 5Y | +338.0% | -6.6% | +344.6% | +331.6% |
| All | +338.0% | -6.0% | +344.0% | +331.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling